Cholesky factorization

Nicholas J. Higham

doi:10.1002/wics.18

journal article Jun 30, 2009

Cholesky factorization

Nicholas J. Higham

WIREs Computational Statistics Vol. 1 No. 2 pp. 251-254 · Wiley

View at Publisher Save 10.1002/wics.18

Abstract

AbstractThis article aimed at a general audience of computational scientists, surveys the Cholesky factorization for symmetric positive definite matrices, covering algorithms for computing it, the numerical stability of the algorithms, and updating and downdating of the factorization. Cholesky factorization with pivoting for semidefinite matrices is also treated. Copyright © 2009 John Wiley & Sons, Inc.This article is categorized under:

Algorithms and Computational Methods > Numerical Methods

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Metrics

137

Citations

9

References

Details

Published: Jun 30, 2009
Vol/Issue: 1(2)
Pages: 251-254
License: View

Authors

N

Nicholas J. Higham

Cite This Article

Nicholas J. Higham (2009). Cholesky factorization. WIREs Computational Statistics, 1(2), 251-254. https://doi.org/10.1002/wics.18

Cholesky factorization

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