Cholesky Factorization/Examples/Arbitrary Example 1
Jump to navigation
Jump to search
Example of Cholesky Factorization
Arbitrary simple example of a positive definite matrix with its Cholesky factorization:
- $\begin {pmatrix} 1 & -1 \\ -1 & 5 \end {pmatrix} = \begin {pmatrix} 1 & 0 \\ -1 & 2 \end {pmatrix} \begin {pmatrix} 1 & -1 \\ 0 & 2 \end {pmatrix}$
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Cholesky factorization
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Cholesky factorization