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Results tagged with matrix-analysis
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user 88163
The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.
8
votes
The derivative of the Cholesky factor
I've written a relevant note on arXiv: http://arxiv.org/abs/1602.07527
I included the neat closed form solution pete gives in a comment, and also a messy expression (converted to the notation f = cho …
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