On the Cholesky method

Details On the Cholesky method On the Cholesky method

2009-05-31

arxiv.org/abs/0906.0165v2

Journal of Interdisciplinary Mathematics Vol. 12 (2009), No. 6, pp, 875-882

Mathematics

Numerical Analysis

7 pages

Scientific paper

In this paper, we prove that if the matrix of the linear system is symetric,
the Cholesky decomposition can be obtained from the Gauss elimination method
without pivoting, without proving that the matrix of the system is positive
definite.

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