In linear algebra, the Cholesky decomposition, or Cholesky factorization, decomposes a Hermitian positive-definite matrix into the product of a lower triangular matrix and its own conjugate transpose, which is useful for efficient numerical solutions such as Monte Carlo simulations. It was discovered by Andre-Louis Cholesky for real matrices and published only after his death, in 1924, and where it applies it is roughly twice as efficient as the LU decomposition for solving systems of linear equations.
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Origin Yeardiscovered by Andre-Louis Cholesky, posthumously published in 1924 Cholesky Decomposition
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1. Cholesky Decomposition (Wikipedia)
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In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced shə-LES-kee) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations.
Principal Result Of: André-Louis Cholesky, Lead sentence of the article on the result
It was discovered by André-Louis Cholesky for real matrices, and posthumously published in 1924.
- In Branch: Linear Algebra, Lead sentence
Attributed To: André-Louis Cholesky, Lead sentence, attribution
discovered by André-Louis Cholesky for real matrices
View the SourceWikidata: Cholesky Decomposition
Wikidata Q515375, class allow-list match (w-wdresolver-0926)View the Source Reader Challenges (0)
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