Lecture

Decomposition LLT: Cholesky

Description

This lecture covers the Cholesky decomposition of a symmetric positive definite matrix, explaining the conditions for a matrix to be symmetric and positive definite, as well as the process of decomposition. It also delves into the properties of the Cholesky decomposition and its applications in solving linear systems.

In MOOCs (4)

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_mfnzcc84

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

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