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Results tagged with na.numerical-analysis
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user 70915
Numerical algorithms for problems in analysis and algebra, scientific computation
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LU growth factor applied to LDL of a Positive Semidefinite matrix [closed]
For a Positive Semidefinite matrix $A$, which we can decompose through $LDL$ decomposition as follows: $A=LDL^\text{T}$; how can we prove that for a decomposition $A=LU=L(DL^\text{T})$, the growth fac …
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