All Questions

Problem. Let $n_1,\ldots,n_s,m_1,\ldots,m_s\ge 0$ be nonnegative integers and set $m := \sum_{i=1}^s m_i$ and $n := \sum_{i=1}^s n_i$. Let $\oplus$ be an operation on matrices which stacks them in a ...

I'm computing several hundred Cholesky factorizations of large, sparse matrices, and I'm really only doing Cholesky factorization because I need to know the diagonal elements of the Cholesky factor L. ...

Crossposted from math.SE Let $\mathbb P_n$ be the space of all $n \times n$ self-adjoint positive definite matrices. Consider the function $\varphi: \mathbb P_n \longrightarrow \mathbb R$ defined by $...