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Matrix theory is the study of matrices as concrete objects, rather than as abstract linear operators between vector spaces (whose study belongs to linear algebra). For instance, this involves matrix factorizations and decompositions, nonnegative matrices and Perron-Frobenius theory, Schur complements, structured and special matrices, matrix functions and equations.
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Cholesky decomposition of a positive semi-definite
We know that a positive definite matrix has a Cholesky decomposition,but I want to know how a Cholesky decomposition can be done for positive semi-definite matrices?The following sentences come from a …