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Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level tag ra.rings-and-algebras, co.combinatorics, etc. and other tags that might be applicable. There are also several more specialized tags concerning matrices.

10 votes

Is there a way to simplify block Cholesky decomposition if you already have decomposed the s...

[0,B*;B,0] is a sum of rank one matrices, and so by updating and downdating those rank one guys, you could probably get what you want, and it might even be faster than chol(Q). …
Jack Schmidt's user avatar
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