Category:Examples of Cholesky Factorizations
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This category contains examples of Cholesky Factorization.
Let $\mathbf A$ be a positive definite matrix.
A Cholesky factorization of $\mathbf A$ is an expression of the form:
- $\mathbf A = \mathbf R^\intercal \mathbf R$
where:
- $\mathbf R$ is an upper triangular matrix with diagonal entries which are (strictly) positive
- $\mathbf R^\intercal$ denotes the transpose of $\mathbf R$.
Pages in category "Examples of Cholesky Factorizations"
The following 2 pages are in this category, out of 2 total.