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.

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Official source

https://mediaspace.epfl.ch/media/0_mokx7lrw

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Analysis: Numerical analysis

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