Every symmetric positive-definite matrix admits a unique factorization A = LL^T with L lower-triangular and strictly positive diagonal. Half the work of LU, numerically stable without pivoting, foundation of SPD linear solves and Gaussian…
Every symmetric positive-definite matrix admits a unique factorization A = LL^T with L lower-triangular and strictly positive diagonal. Half the work of LU, numerically stable without pivoting, foundation of SPD linear solves and Gaussian…