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EricDarve / numerical_linear_algebra

Julia code for the book Numerical Linear Algebra
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Cholesky is LL^T p. 329 #177

Closed shaundatta closed 4 years ago

shaundatta commented 4 years ago

On p. 329, "Recall from Section 5 that Cholesky factorization writes an SPD matrix A as A=L^T L, where L is a lower-triangular matrix with positive entries on the diagonal." To be consistent with the definition on p. 113, this should be LL^T, not L^T L.

EricDarve commented 4 years ago

You are correct. The first term L should be lower triangular.