 André-Louis Cholesky

André-Louis Cholesky was a mathematician and military surveyor whose computational work grew out of geodesy. During the revision of French triangulation surveys, he developed the method now known as the Cholesky decomposition.^[ref] For a real symmetric positive-definite matrix $A$, the Cholesky decomposition writes $A=L{L}^{\mathsf{T}}$ with $L$ lower triangular matrix and positive diagonal entries. A linear system can then be solved by two triangular substitutions. The link with surveying is natural: reconciling redundant, imperfect measurements by least squares leads to such systems when the design matrix has full column rank.

Identity source: www.polytechnique.edu/bibliotheque/actualites/cholesky-andre-x1895