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Cholesky decomposition

Defines: 
Cholesky triangle
Keywords: 
matrix factorizations
Synonym: 
Cholesky factorization, matrix square root
Type of Math Object: 
Definition
Major Section: 
Reference

Mathematics Subject Classification

62J05 no label found65-00 no label found15-00 no label found

Comments

In the sentense:

Solving for the unknowns (the nonzero......

change

j=i-1,…,n

to

j=i+1,…,n

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