# Cholesky algorithm

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Cholesky algorithm
алгоритм (разложения) Холесского [Холецкого]

Авиасловарь. . 2004.

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• Cholesky decomposition — In linear algebra, the Cholesky decomposition or Cholesky triangle is a decomposition of a Hermitian, positive definite matrix into the product of a lower triangular matrix and its conjugate transpose. It was discovered by André Louis Cholesky… …   Wikipedia

• Minimum degree algorithm — In numerical analysis the minimum degree algorithm is an algorithm used to permute the rows and columns of a symmetric sparse matrix before applying the Cholesky decomposition, to reduce the number of non zeros in the Cholesky factor. This… …   Wikipedia

• Symbolic Cholesky decomposition — In the mathematical subfield of numerical analysis the symbolic Cholesky decomposition is an algorithm used to determine the non zero pattern for the L factors of a symmetric sparse matrix when applying the Cholesky decomposition or… …   Wikipedia

• Incomplete Cholesky factorization — In numerical analysis, a field within mathematics, an incomplete Cholesky factorization of a symmetric positive definite matrix is a sparse approximation of the Cholesky factorization. Incomplete Cholesky factorization are often used as a… …   Wikipedia

• Gauss–Newton algorithm — The Gauss–Newton algorithm is a method used to solve non linear least squares problems. It can be seen as a modification of Newton s method for finding a minimum of a function. Unlike Newton s method, the Gauss–Newton algorithm can only be used… …   Wikipedia

• Skyline matrix — A skyline matrix, or a variable band matrix, is a form of a sparse matrix storage format for a square, banded (and typically symmetric) matrix that reduces the storage requirement of a matrix more than banded storage. In banded storage, all… …   Wikipedia

• List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

• LU decomposition — In linear algebra, LU decomposition (also called LU factorization) is a matrix decomposition which writes a matrix as the product of a lower triangular matrix and an upper triangular matrix. The product sometimes includes a permutation matrix as… …   Wikipedia

• Mehrotra predictor-corrector method — Mehrotra s predictor corrector method in optimization is an implementation of interior point methods. It was proposed in 1989 by Sanjay Mehrotra. [cite journal|last=Mehrotra|first=S.|title=On the implementation of a primal–dual interior point… …   Wikipedia

• Mehrotra predictor–corrector method — Mehrotra s predictor–corrector method in optimization is an implementation of interior point methods. It was proposed in 1989 by Sanjay Mehrotra. The method is based on the fact that at each iteration of an interior point algorithm it is… …   Wikipedia

• Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

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