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Results tagged with linear-algebra
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user 7065
Questions on the algorithmic/computational aspects of linear algebra, including the solution of linear systems, least squares problems, eigenproblems, and other such matters.
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Perturbation of Cholesky decomposition for matrix inversion
I am looking for a computationally cheap way to compute $x$ such that $$(L L^T + \mu^2 I)x = y$$
where $L \in \mathbb{R}^{n \times n}$ is a lower triangular definite positive matrix (with some very sm …
