Estimating a Cholesky decomposition
نویسندگان
چکیده
منابع مشابه
Singular Values using Cholesky Decomposition
In this paper two ways to compute singular values are presented which use Cholesky decomposition as their basic operation.
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Usage of the Sherman-Morrison-Woodbury formula to update linear systems after low rank modifications of the system matrix is widespread in machine learning. However, it is well known that this formula can lead to serious instabilities in the presence of roundoff error. If the system matrix is symmetric positive definite, it is almost always possible to use a representation based on the Cholesky...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1985
ISSN: 0024-3795
DOI: 10.1016/0024-3795(85)90196-x