Category:Definitions/Cholesky Factorizations

This category contains definitions related to Cholesky Factorizations.
Related results can be found in Category:Cholesky Factorizations.

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 $\mathbf R$.