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Cholesky Factorization of Matrices

http://hdl.handle.net/20.500.12678/0000005333
f58c3874-241b-45a7-9d46-f45e38da4af2
94c1ec0e-eda1-4eb8-9124-0e845bf3d8c7
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Cholesky Cholesky Factorization of Matrices.pdf (186 Kb)
Publication type
Journal article
Upload type
Publication
Title
Title Cholesky Factorization of Matrices
Language en
Publication date 2020
Authors
Khin Myo Aye
Description
Cholesky factorization is a type of matrix factorization which is used for solving system of
linear equations. In this paper, we will study the factorization of real positive definite
matrices by using Cholesky factorization. This type of factorization is in the form
= where L is lower triangular matrix. First, the diagonalization of a matrix will be
presented, second, positive definite matrix and its properties will be discussed. Finally, the
Cholesky factorization of real positive definite matrices will be discussed in numerically
point of view.
Journal articles
1
Yangon University of Education Research Journal
211-220
Vol.10
0
0
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