Lecture

Cholesky Factorization: Theory and Algorithm

Description

This lecture covers the Cholesky factorization method for symmetric positive definite matrices, explaining the theory behind it and the algorithm to compute it efficiently. The Cholesky factorization is a crucial tool in numerical linear algebra, providing a unique decomposition of a matrix into a product of a lower triangular matrix and its transpose.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.