Cholesky, Toeplitz and the triangular factorization of symmetric matrices

被引:0
|
作者
Olga Taussky
John Todd
机构
[1] California Institute of Technology,
来源
Numerical Algorithms | 2006年 / 41卷
关键词
linear systems; Cholesky method; Toeplitz; triangular factorization; symmetric matrices;
D O I
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中图分类号
学科分类号
摘要
The triangular factorization of symmetric matrices, usually ascribed to A. L. Cholesky, was (essentially) explicitly given by O. Toeplitz earlier, but rather parenthetically. Actually, the word ‘matrix’ does not appear in the report on Cholesky’s process; the matrix formulation seems due to Henry Jensen.
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页码:197 / 202
页数:5
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