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Tagged with symmetry matrix-factorization
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Methods to improve the efficiency and the memory requirement of LU factorization for complex symmetric system matrix
I want to solve a linear set of equations (Ax=b) using LU decomposition. My "A" matrix is a complex matrix which is ...
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Does a symmetric positive definite matrix also have $\mathbf{A} = \mathbf{L}^T\mathbf{L}$ (where $\mathbf{L}$ is a lower triangular matrix)?
As we know, for a symmetric positive definite (SPD) matrix $\mathbf{A}$, there is a theorem about the Cholesky factorization $\mathbf{A}= \mathbf{L}\mathbf{L}^T$, where $\mathbf{L}$ is a lower ...
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