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Results tagged with na.numerical-analysis
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user 7239
Numerical algorithms for problems in analysis and algebra, scientific computation
12
votes
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answers
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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 …