Lecture

Linear Systems: Choleski Factorisation

In course

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Description

This lecture covers the Choleski factorisation method for solving linear systems, focusing on symmetric and positive definite matrices. It explains the process of factorising a matrix into a lower triangular matrix with positive diagonal elements, essential for efficient computation. The lecture also discusses the Sylvester criterion for positive definiteness and the importance of reordering matrices to reduce memory occupation.

Instructors (2)

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Official source

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

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