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Matrix decomposition : An APL function to compute the Cholesky factor of a gramian matrix

✍ Scribed by William T. McGowan


Book ID
120726746
Publisher
Psychonomic Society Publications
Year
1983
Tongue
English
Weight
259 KB
Volume
15
Category
Article
ISSN
1554-351X

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## Abstract The direct methods for the solution of systems of linear equations with a symmetric positive‐semidefinite (SPS) matrix __A__ usually comprise the Cholesky decomposition of a nonsingular diagonal block **A**~π’₯~π’₯ of **A** and effective evaluation of the action of a generalized inverse of