Journals / Istanbul University Journal of Electrical and Electronics Engineering / 2006 / Cilt: 6 - Sayı: 1

A short note on the application of Cholesky matrix factorisation using MATLAB

Pages
113–115
Publication Date
2022-10-18
DOI
—
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

This may cost machine time to check for symmetry, however, saves much more of it by preventing errors due to inherent structure of the built-in algorithm.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:One must first make sure that a given matrix subject to factorization is symmetric, and then use it in Cholesky algorithm, in MATLAB.
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Key Findings & Data:One must first make sure that a given matrix subject to factorization is symmetric, and then use it in Cholesky algorithm, in MATLAB.
💡
Conclusion & Impact:This may cost machine time to check for symmetry, however, saves much more of it by preventing errors due to inherent structure of the built-in algorithm.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

One must first make sure that a given matrix subject to factorization is symmetric, and then use it in Cholesky algorithm, in MATLAB. This may cost machine time to check for symmetry, however, saves much more of it by preventing errors due to inherent structure of the built-in algorithm.

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Cite This Article

GÖKER, İ., KESKİN, A. Ü. (2022). A short note on the application of Cholesky matrix factorisation using MATLAB. Istanbul University Journal of Electrical and Electronics Engineering, Cilt: 6 - Sayı: 1, 113–115. https://ajindex.com/articles/543805

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References (1)

  1. . MATLAB function reference, version 6, release 12, The Mathworks Inc., November 2000, pp: 207-208. [2]. Horn, R.A. and Johnson, C.R., Matrix Analysis. Cambridge University Press, Reprinted 1991, pp: 397-398. [3]. Moon, T.K. and Stirling W.C., Mathematical methods and algorithms for signal processing. Prentice Hall, N. J., 2000, pp:275-283. [4]. Eric W. Weisstein. "Positive Definite Matrix." From MathWorld--A Wolfram Web Resource. [5]. Ayres, F. Jr. Schaum's Outline of Theory and Problems of Matrices. New York: Schaum, p. 134, 1962. [6]. Pease, M. C. Methods of Matrix Algebra. New York: Academic Press, 1965.