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 L^T

where L is a lower triangular matrix with positive diagonal entries, and L^T 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

Canadian Charter of Rights and Freedoms

... and the right to an interpreter in a court proceeding are examples mobility rights: the right to enter and leave Canada, and to move to and take up residence in any ...