You are here

Home » Content

A SHORT NOTE ON THE APPLICATION OF CHOLESKY MATRIX FACTORISATION USING MATLAB

Journal Name:

  • Istanbul University Journal of Electrical & Electronics Engineering

Publication Year:

  • 2006

Key Words:

Author NameUniversity of Author
Abstract (2. Language): 
One must first make sure that a given matrix subject to factorization is symmetric, and then use it in Cholesky algorithm, in MATLAB. This may cost machine time to check for symmetry, however, saves much more of it by preventing errors due to inherent structure of the built-in algorithm.
Bookmark/Search this post with
FULL TEXT (PDF): 
PDF icon arastirmax-short-note-application-cholesky-matrix-factorisation-using-matlab.pdf
  • 1
113-115
  • English

REFERENCES

References: 

[1]. MATLAB function reference, version 6,
release 12, The Mathworks Inc., November
2000, pp: 207-208.
[2]. Horn, R.A. and Johnson, C.R., Matrix
Analysis. Cambridge University Press,
Reprinted 1991, pp: 397-398.
[3]. Moon, T.K. and Stirling W.C., Mathematical
methods and algorithms for signal
processing. Prentice Hall, N. J., 2000,
pp:275-283.
[4]. Eric W. Weisstein. "Positive Definite
Matrix." From MathWorld--A Wolfram
Web Resource.
[5]. Ayres, F. Jr. Schaum's Outline of Theory
and Problems of Matrices. New York:
Schaum, p. 134, 1962.
[6]. Pease, M. C. Methods of Matrix Algebra.
New York: Academic Press, 1965.

Thank you for copying data from http://www.arastirmax.com