Timeline for Is there a way to simplify block Cholesky decomposition if you already have decomposed the submatrices along the leading diagonal?
Current License: CC BY-SA 4.0
19 events
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Mar 16, 2020 at 12:31 | history | edited | YCor | CC BY-SA 4.0 |
fixed English and formatting, replaced deprecated tag
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S Dec 7, 2016 at 19:20 | history | suggested | CommunityBot | CC BY-SA 3.0 |
fix latex code
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Dec 7, 2016 at 19:00 | review | Suggested edits | |||
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S Jul 7, 2010 at 18:08 | vote | accept | Matthew Gretton | ||
Jul 9, 2010 at 0:57 | |||||
Jul 7, 2010 at 18:08 | vote | accept | Matthew Gretton | ||
S Jul 7, 2010 at 18:08 | |||||
Jul 7, 2010 at 18:07 | vote | accept | Matthew Gretton | ||
Jul 7, 2010 at 18:08 | |||||
Jul 7, 2010 at 18:07 | vote | accept | Matthew Gretton | ||
Jul 7, 2010 at 18:07 | |||||
Jul 7, 2010 at 18:04 | answer | added | Matthew Gretton | timeline score: 2 | |
Jul 6, 2010 at 22:11 | history | edited | Matthew Gretton | CC BY-SA 2.5 |
added 57 characters in body; added 4 characters in body; added 3 characters in body; edited body; Post Made Community Wiki
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Jul 1, 2010 at 19:39 | answer | added | Jack Schmidt | timeline score: 10 | |
Jul 1, 2010 at 14:32 | comment | added | Jitse Niesen | It seems a fairly natural question to me when you're doing numerical analysis. In my view, most questions here are more specialized than this one. | |
Jul 1, 2010 at 12:48 | comment | added | Wadim Zudilin | @Matthew, I consider your problem as too specialised and that is why I voted to close. But other MO citizens can find it appropriate and give you some hints. | |
Jul 1, 2010 at 11:58 | comment | added | Matthew Gretton | If you think it really doesn't qualify and would not be of interest to mathematicians on the site then I think it's fair to close it. Thanks for the reply all the same. Matt. | |
Jul 1, 2010 at 11:57 | comment | added | Matthew Gretton | Hi Wadim. Thanks for the reply. The problem is indeed technical in its origin , but I'd hoped (perhaps naively) that the problem would also be of interest to other mathematicians. The problem is related to the training a machine learning algorithm. As part this training a positive-definite matrix (covariance matrix) is decomposed using Cholesky decomposition. I'm trying to work out if I can parallelise the training. In this case A and C would correspond to two different training sets. If the block decomposition can be simplified as described it would make this possible. | |
Jul 1, 2010 at 11:39 | history | edited | Matthew Gretton | CC BY-SA 2.5 |
deleted 20 characters in body; edited title; edited title; edited title
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Jul 1, 2010 at 11:30 | history | edited | Matthew Gretton | CC BY-SA 2.5 |
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Jul 1, 2010 at 10:52 | comment | added | Wadim Zudilin | Matt, reaching the end of your question I would say it's sounds like either homework or a very technical problem. It's not a real math problem! Please check FAQ. | |
Jul 1, 2010 at 10:49 | comment | added | Wadim Zudilin | Don't you mean "$B$ symmetric definite"? You have a lot of typos (including the title) and I encourage you to correct them. | |
Jul 1, 2010 at 10:22 | history | asked | Matthew Gretton | CC BY-SA 2.5 |