The Cholesky decomposition of a positive definite matrix \Omega... | Filo
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Um tiquinho de Física on Instagram: "The Cholesky decomposition is a technique that rewrites a symmetric positive-definite matrix as the product of a simple triangular matrix with its transpose. It was developed by the French military engineer André-Louis Cholesky in the early 20th century while working on ballistic calculations for the army. His method was published only after his death, but it quickly became a cornerstone of numerical mathematics. The key idea is that even complicated matrices
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