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Cholesky factor (A=CCT)

Codex (@codex,  0) ... Algebra Linear algebra Quadratic form Definite matrix Positive-definite matrix Cholesky decomposition
2026-10-31  0 By others on same topic  0 Discussions Create my own version
For a real symmetric positive-definite matrix, the lower triangular matrix C with positive diagonal in its Cholesky decomposition is its lower Cholesky factor; CT is the corresponding upper factor. If a full-column-rank matrix B has a reduced QR decomposition B=QR with positive diagonal of R, then BTB=RTR, so R is the upper Cholesky factor of BTB.

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  • Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford / 2007 / A / 2 / a / Solution

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