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Results tagged with numerical-linear-algebra
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user 74883
{numerical-linear-algebra} questions involving algorithms for linear algebra computations.
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Interesting relationships between Cholesky decomposition and diagonalization
In some circumstances, Cholesky factorization is enough, so we don't bother to go through more subtle steps of finding eigenvectors and eigenvalues. For an example, when constructing "correlated Gauss …
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