advanced-linear-algebra
LU and Cholesky as a positive-definiteness certificate
taught
A symmetric matrix is positive definite if and only if it has a Cholesky factorization A=LL^T with real, nonzero diagonal in L -- turning definiteness into a byproduct of elimination, not a separate eigenvalue check.
Taught in
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LU and Cholesky as a positive-definiteness certificate
Advanced Linear Algebra
Requires
- lu-factorization required
- signature-and-classification-of-quadratic-forms required
Required by
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