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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.
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Jun 12, 2015 at 6:14 history answered JM_BJ CC BY-SA 3.0