Encyclopedia > Cholesky decomposition

  Article Content

Cholesky decomposition

Cholesky decomposition is a special case of LU decomposition which can only be done if A is a symmetric positive definite matrix with real entries.

You can decompose A into:

A = L LT

where L is a lower triangular matrix with positive diagonal entries, and LT denotes the transpose of L.



All Wikipedia text is available under the terms of the GNU Free Documentation License

 
  Search Encyclopedia

Search over one million articles, find something about almost anything!
 
 
  
  Featured Article
Class Warfare

... 1996. The contents runs as follows: Introduction Looking Ahead: Tenth Anniversary Interview (an interview conducted ten years since Barsamian first interviewed ...

 
 
 
This page was created in 39 ms