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Full rank Cholesky factorization for rank deficient matrices

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Full rank Cholesky factorization for rank deficient matrices

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Cantó Colomina, R.; Peláez, MJ.; Urbano Salvador, AM. (2015). Full rank Cholesky factorization for rank deficient matrices. Applied Mathematics Letters. 40:17-22. doi:10.1016/j.aml.2014.09.001

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Title: Full rank Cholesky factorization for rank deficient matrices
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
[EN] Let A be a rank deficient square matrix. We characterize the unique full rank Cholesky factorization LL^T of A where the factor L is a lower echelon matrix with positive leading entries. We compute an extended ...[+]
Subjects: Rank deficient matrices , Cholesky factorization
Copyrigths: Reserva de todos los derechos
Source:
Applied Mathematics Letters. (issn: 0893-9659 )
DOI: 10.1016/j.aml.2014.09.001
Publisher:
Elsevier
Publisher version: https://dx.doi.org/10.1016/j.aml.2014.09.001
Thanks:
This research was supported by the Spanish DGI grant MTM2010-18228 and by the Chilean program FONDECYT 1100029.
Type: Artículo

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