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Osječki matematički list, Vol. 24 No. 2, 2024.

Professional paper

Cholesky decomposition

Magdalena Mikić ; Fakultet primijenjene matematike i informatike, Sveučilište J. J. Strossmayera u Osijeku *
Suzana Miodragović ; Fakultet primijenjene matematike i informatike, Sveučilište J. J. Strossmayera u Osijeku

* Corresponding author.

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Abstract

In this paper, we observe the Cholesky decomposition of a matrix that is symmetric and positive definite. We provide an algorithm for its determination and illustrate it with examples. We particularly emphasize its application in solving linear systems.

Keywords

symmetric matrix, positive definiteness, Cholesky decomposition

Hrčak ID:

322109

URI

https://hrcak.srce.hr/322109

Publication date:

6.11.2024.

Article data in other languages: croatian

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