Definition:Cholesky Factorization/Also defined as

Cholesky Factorization: Also defined as

Some sources in their definition of a Cholesky factorization of a positive definite matrix $\mathbf A$ further specify:

$(1): \quad$ that $\mathbf A$ is square

$(2): \quad$ that $\mathbf A$ is symmetric

but both these properties follow a fortiori from the definition of a positive definite matrix.

Also see

• Results about Cholesky factorizations can be found here.

Source of Name

This entry was named for André-Louis Cholesky.

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