Cholesky factorization

Cholesky factorization
разложение Холецкого

English-Russian dictionary of computer science and programming. 2013.

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  • Incomplete Cholesky factorization — In numerical analysis, a field within mathematics, an incomplete Cholesky factorization of a symmetric positive definite matrix is a sparse approximation of the Cholesky factorization. Incomplete Cholesky factorization are often used as a… …   Wikipedia

  • Cholesky decomposition — In linear algebra, the Cholesky decomposition or Cholesky triangle is a decomposition of a Hermitian, positive definite matrix into the product of a lower triangular matrix and its conjugate transpose. It was discovered by André Louis Cholesky… …   Wikipedia

  • Symbolic Cholesky decomposition — In the mathematical subfield of numerical analysis the symbolic Cholesky decomposition is an algorithm used to determine the non zero pattern for the L factors of a symmetric sparse matrix when applying the Cholesky decomposition or… …   Wikipedia

  • Unvollständige Cholesky-Zerlegung — Als ILU Zerlegung (von incomplete LU Decomposition) oder unvollständige LU Zerlegung bezeichnet man in der numerischen Mathematik die fehlerbehaftete Zerlegung einer Matrix in das Produkt einer unteren Dreiecksmatrix L und einer oberen… …   Deutsch Wikipedia

  • Cycle rank — In graph theory, the cycle rank of a directed graph is a digraph connectivity measure proposed first by Eggan and Büchi (Eggan 1963). Intuitively, this concept measures how close a digraph is to a directed acyclic graph (DAG), in the sense that a …   Wikipedia

  • List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

  • Positive-definite matrix — In linear algebra, a positive definite matrix is a matrix that in many ways is analogous to a positive real number. The notion is closely related to a positive definite symmetric bilinear form (or a sesquilinear form in the complex case). The… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • Newton's method in optimization — A comparison of gradient descent (green) and Newton s method (red) for minimizing a function (with small step sizes). Newton s method uses curvature information to take a more direct route. In mathematics, Newton s method is an iterative method… …   Wikipedia

  • List of mathematics articles (I) — NOTOC Ia IA automorphism ICER Icosagon Icosahedral 120 cell Icosahedral prism Icosahedral symmetry Icosahedron Icosian Calculus Icosian game Icosidodecadodecahedron Icosidodecahedron Icositetrachoric honeycomb Icositruncated dodecadodecahedron… …   Wikipedia

  • Quantum operation — In quantum mechanics, a quantum operation is a mathematical formalism used to describe a broad class of transformations that a quantum mechanical system can undergo. This formalism describes not only time evolution or symmetry transformations of… …   Wikipedia

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