Category:Cholesky Factorizations
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This category contains results about Cholesky Factorizations.
Definitions specific to this category can be found in Definitions/Cholesky Factorizations.
Let $\mathbf A$ be a positive definite matrix.
A Cholesky factorization of $\mathbf A$ is an expression of the form:
- $\mathbf A = \mathbf R^\intercal \mathbf R$
where:
- $\mathbf R$ is an upper triangular matrix with diagonal entries which are (strictly) positive
- $\mathbf R^\intercal$ denotes the transpose of $\mathbf R$.
Subcategories
This category has only the following subcategory.
E
Pages in category "Cholesky Factorizations"
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