Keith Goodman wrote: > Isn't the Cholesky decomposition by convention an upper triangular > matrix? I noticed, by porting Octave code, that linalg.cholesky > returns the lower triangular matrix. > > References: > > http://mathworld.wolfram.com/CholeskyDecomposition.html > http://www.mathworks.com/access/helpdesk/help/techdoc/ref/chol.html
Lower: http://en.wikipedia.org/wiki/Cholesky_decomposition http://www.math-linux.com/spip.php?article43 http://planetmath.org/?op=getobj&from=objects&id=1287 http://rkb.home.cern.ch/rkb/AN16pp/node33.html#SECTION000330000000000000000 http://www.riskglossary.com/link/cholesky_factorization.htm http://www.library.cornell.edu/nr/bookcpdf/c2-9.pdf If anything, the convention appears to be lower-triangular. -- Robert Kern "I have come to believe that the whole world is an enigma, a harmless enigma that is made terrible by our own mad attempt to interpret it as though it had an underlying truth." -- Umberto Eco Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 _______________________________________________ Numpy-discussion mailing list Numpy-discussion@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/numpy-discussion
