Cholesky decomposition

Access pattern (white) and writing pattern (yellow) for the in-place Cholesky—Banachiewicz algorithm on a 5x5 matrix.

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 e.g. for efficient numerical solutions and Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices. When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.

词汇	LDLT
分类	英语词汇英语翻译词典
释义	LDLT 英语例句库 Conclusion We believe that LDLT combined with posthepatic IVC reconstruction using cryopreserved vena cava graft is considered to be a sound modality for IVC obstructed BCS. 结论笔者认为采用LDLT及利用尸肝IVC重建受者肝后IVC治疗BCS并肝后IVC狭窄的术式可推荐作为一种新的术式。英语百科 Cholesky decomposition 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 e.g. for efficient numerical solutions and Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices. When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.
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LDLT

Cholesky decomposition