Definition of Cholesky. Meaning of Cholesky. Synonyms of Cholesky

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Definition of Cholesky

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Meaning of Cholesky from wikipedia

- In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced /ʃəˈlɛski/ shə-LES-kee) is a decomposition of a Hermitian, positive-definite...
- Cholesky may refer to: André-Louis Cholesky, French military officer and mathematician, Cholesky decomposition, developed by the mathematician, Incomplete...
- André-Louis Cholesky (15 October 1875, in Montguyon – 31 August 1918, in Bagneux) was a French military officer, geodesist, and mathematician. Cholesky was born...
- incomplete Cholesky factorization of a symmetric positive definite matrix is a sp**** approximation of the Cholesky factorization. An incomplete Cholesky factorization...
- and the half matrices can be calculated by means of Cholesky decomposition or LDL decomposition. The half matrices satisfy that A 1...
- In the mathematical subfield of numerical analysis the symbolic Cholesky decomposition is an algorithm used to determine the non-zero pattern for the L...
- matrix. The symbolic Cholesky decomposition can be used to calculate the worst possible fill-in before doing the actual Cholesky decomposition. There...
- W=L^{T}} where L{\displaystyle L} is the Cholesky decomposition of Σ−1{\displaystyle \Sigma ^{-1}} (Cholesky whitening), or the eigen-system of Σ{\displaystyle...
- daughter of André-Louis Shoulooski, a French mathematician and the author of Cholesky decomposition. She was a beautiful woman and had received the first prize...
- is the Cholesky decomposition. If M{\displaystyle M} is positive definite, then the diagonal of L{\displaystyle L} is positive and the Cholesky decomposition...