Dergiler / 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

Sayfa
113–115
Yayın Tarihi
2022-10-18
DOI
—
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

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 Maddede Bu Makale

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Amaç & Hipotez: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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Temel Bulgular & Veri:One must first make sure that a given matrix subject to factorization is symmetric, and then use it in Cholesky algorithm, in MATLAB.
💡
Sonuç & Katkı: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.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Alan Parametreleri

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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Bu Makaleye Atıf Yap

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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Kaynakça (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.