ELECTRICA

A SHORT NOTE ON THE APPLICATION OF CHOLESKY MATRIX FACTORISATION USING MATLAB

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Yeditepe University Department of Biomedical Engineering 34755 Kayışdagı Istanbul Turkey

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Yeditepe Universitesity School of Applied Sciences 34755 Kayışdagı Istanbul Turkey

ELECTRICA 2006; 6: 113-115
Read: 929 Downloads: 540 Published: 24 December 2019

One must first make sure that a given matrix subject to factorization is symmetric, and then use it in Cholesky algorithm, in MATLAB. This may cost machine time to check for symmetry, however, saves much more of it by preventing errors due to inherent structure of the built-in algorithm.

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EISSN 2619-9831