In this paper we outline an alternative derivation of the square-root-free Cholesky decomposition of P - pp' based on square-root-free variants of a standard algorithm in statistical computing.

Abstract: Currently, state of the art libraries, like MAGMA, focus on very large linear algebra problems, while solving many small independent problems, which is usually referred to as batched ...

Abstract: General-purpose graphics processing units (GPGPUs) could bring huge performance improvements in scientific and numerical fields. We presented two approaches utilizing hybrid CPU/GPU system ...

This is an expository article that develops the Kalman filter from a Cholesky factorization perspective. In particular, the Kalman filter is shown to be a modification of the Cholesky factorization ...

The goal of a machine learning regression problem is to predict a single numeric value. For example, you might want to predict a person's bank savings account balance based on their age, years of work ...

Department of Theoretical Chemistry, Chemical Center, University of Lund, P.O. Box 124 S-221 00 Lund, Sweden, and Department of Physical Chemistry, Sciences II, University of Geneva, Quai E. Ansermet ...

into matrix V, so that V * V* = A, where V* denotes the conjugate transpose of L. The dimensions of the matrix A must match. This method is mainly used for numeric solution of linear equations Ax = b.