English

Cholesky decompositions of integral operators and the Fredholm determinant

Functional Analysis 2024-10-23 v1 Operator Algebras

Abstract

The Cholesky decomposition is a popular way of decomposing positive definite matrices; in particular it leads to a simple formula for computing the determinant. We present and proof an equivalent formula for computing the Fredholm determinant of a positive definite integral operator on L2[0,1]L^2 [0, 1].

Keywords

Cite

@article{arxiv.2410.16490,
  title  = {Cholesky decompositions of integral operators and the Fredholm determinant},
  author = {Niels Lundtorp Olsen},
  journal= {arXiv preprint arXiv:2410.16490},
  year   = {2024}
}