Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with cholesky-decomposition
Search options answers only
not deleted
user 11852
4
votes
Accepted
Why R function Chol() breaks for Hilbert matrices of order n > 12
Both Zen's comment and F.Tusell's answer are correct (+1 to both). Just to add a bit on this: If you look at the associated eigenvalues of Hilbert(13) for a example, the smallest of them is smaller in …
- 46k
12
votes
Accepted
Why does the resulting matrix from Cholesky decomposition of a covariance matrix when multip...
As explained in my comment, the inconvenient truth is that the Cholesky decomposition while usually defined as $K=LL^T$ where $L$ is lower triangular, is equally valid as $K=U^TU$ where $U$ is upper t …
- 46k
4
votes
Accepted
Cholesky factorization and forward substitution less accurate than inversion?
For most cases Cholesky factorization should be a faster and more numerically stable method for solving a linear system of equation such as $Ax=b$ given that $A$ is describing a positive definite matr …
- 46k