Cholesky decomposition
id:
cholesky-decomposition-166-6076057
title:
Cholesky decomposition
text:
In linear algebra, the Cholesky decomposition or Cholesky factorization is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices, and posthumously published in 1924.
When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solvin
brand slug:
wiki
category slug:
encyclopedia
description:
Matrix decomposition method
original url:
https://en.wikipedia.org/wiki/Cholesky_decomposition
date created:
2002-10-25T05:25:54Z
date modified:
2024-08-30T00:25:18Z
main entity:
{"identifier":"Q515375","url":"https://www.wikidata.org/entity/Q515375"}
image:
fields total:
13
integrity:
15