The method of Cholesky for linear systems

Claude Brezinski and Dominique Tournès
Additional contact information
Claude Brezinski: Université des Sciences et Technologies de Lille, Laboratoire Paul Painlevé
Dominique Tournès: Université de La Réunion, Laboratoire d’Informatique et de Mathématiques

Chapter Chapter 4 in André-Louis Cholesky, 2014, pp 77-122 from Springer

Abstract: Abstract This chapter is devoted to the method of Cholesky for solving systems of linear equations with a symmetric (and positive definite) matrix. In Section 4.1, we will introduce the method of least squares which is used for treating data generated by a topographical survey. These data have to be adjusted as explained in Section 4.2. Then, a system of linear equations is obtained. Its solution can be obtained by various methods which were in use before Cholesky’s discovery. They will be reviewed in Section 4.3. Section 4.4 is devoted to the manuscript of Cholesky. Then, it will be analyzed in Section 4.5. In Section 4.6, we will discuss other methods for linear systems which were introduced after Cholesky’s. Finally, its diffusion in the scientific community will be the subject of Section 4.7.

Keywords: Linear System; Arithmetical Operation; Normal Equation; Triangular Matrix; Elimination Method (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-08135-9_4

Ordering information: This item can be ordered from
http://www.springer.com/9783319081359

DOI: 10.1007/978-3-319-08135-9_4

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().