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Questions about the properties of vector spaces and linear transformations, including linear systems in general.

12 votes
2 answers
8k views

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

Let's say we have a block matrix $ M =\left( \begin{array}{ccc} A & B\\ B^{*} & C \end{array} \right)$ where $M$ is positive definite. ($A$ and $C$ are also positive definite.) There is a formula fo …
2 votes

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

Thanks to all above who replied to my question. I think I've come to an answer although it is not exactly as I'd hoped. Removing the machine learning context, my question boiled down to whether knowi …