Category:Definitions/Cholesky Factorizations
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This category contains definitions related to Cholesky Factorizations.
Related results can be found in Category: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 $\mathbf R$.
Pages in category "Definitions/Cholesky Factorizations"
The following 5 pages are in this category, out of 5 total.