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单词 Cholesky decomposition
释义
Cholesky decomposition

Statistics
  • If A is a non-singular symmetric matrix, then it can be expressed as the product LL′, where L is a lower triangular matrix and L′ is the transpose (see matrix) of L. The decomposition is useful in solving sets of linear equations and in matrix inversion.


Computer
  • See LU decomposition.


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