= André-Louis Cholesky
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{title2=1875-1918}
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<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>.https://www.polytechnique.edu/bibliotheque/actualites/cholesky-andre-x1895[École polytechnique historical archive, A la section géodésique de l'armée]{ref} For a real <symmetric positive-definite matrix> $A$, the <Cholesky decomposition> writes $A=LL^{\mathsf T}$ 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: https://www.polytechnique.edu/bibliotheque/actualites/cholesky-andre-x1895
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