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Cholesky decomposition method |Numerical methods
Автор: Maths by LPR
Загружено: 2024-06-28
Просмотров: 9925
Описание:
The Cholesky decomposition is mainly used for the numerical solution of linear equations.If A is symmetric and positive definite, then can be solved by first computing the Cholesky decomposition, then solving for z by forward substitution, and finally solving for X by back substitution.
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