Timeline for Interesting relationships between Cholesky decomposition and diagonalization
Current License: CC BY-SA 3.0
5 events
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Jun 12, 2015 at 6:47 | comment | added | Federico Poloni | Sorry, that was badly phrased from my side. I don't mean that one is intrinsically more stable than the other (they are both backward stable), but that if you go through an additional step (eigendecomposition -> Cholesky -> whatever you need, correlated variables for instance) then it is less stable than doing it directly skipping a step. | |
Jun 12, 2015 at 6:46 | review | Low quality posts | |||
Jun 12, 2015 at 9:13 | |||||
Jun 12, 2015 at 6:36 | review | Late answers | |||
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Jun 12, 2015 at 6:19 | review | First posts | |||
Jun 12, 2015 at 6:22 | |||||
Jun 12, 2015 at 6:14 | history | answered | JM_BJ | CC BY-SA 3.0 |