On the Cholesky method
Numerical Analysis
2011-07-04 v2
Authors:
Christian Rakotonirina
Abstract
In this paper, we prove that if the matrix of the linear system is symetric, the Cholesky decomposition can be obtained from the Gauss elimination method without pivoting, without proving that the matrix of the system is positive definite.
Cite
@article{arxiv.0906.0165,
title = {On the Cholesky method},
author = {Christian Rakotonirina},
journal= {arXiv preprint arXiv:0906.0165},
year = {2011}
}
Comments
7 pages
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