Is Cholesky decomposition always possible for normal matrix?
Examples
Hi, I understand that Cholesky decompositon is possible for the 2nd matrix, because it is the Cholesky decompositon itself. But are all normal matrixes are positive definite? So is Cholesky decomposition also possible for the first matrix (Matrix transpose * matrix)?
linear-algebra matrices linear-transformations
asked Dec 3 '18 at 14:43
Shamray
83
add a comment |
Examples
Hi, I understand that Cholesky decompositon is possible for the 2nd matrix, because it is the Cholesky decompositon itself. But are all normal matrixes are positive definite? So is Cholesky decomposition also possible for the first matrix (Matrix transpose * matrix)?
linear-algebra matrices linear-transformations
asked Dec 3 '18 at 14:43
Shamray
83
add a comment |
Examples
Hi, I understand that Cholesky decompositon is possible for the 2nd matrix, because it is the Cholesky decompositon itself. But are all normal matrixes are positive definite? So is Cholesky decomposition also possible for the first matrix (Matrix transpose * matrix)?
linear-algebra matrices linear-transformations
asked Dec 3 '18 at 14:43
Shamray
83
Examples
Hi, I understand that Cholesky decompositon is possible for the 2nd matrix, because it is the Cholesky decompositon itself. But are all normal matrixes are positive definite? So is Cholesky decomposition also possible for the first matrix (Matrix transpose * matrix)?
linear-algebra matrices linear-transformations
linear-algebra matrices linear-transformations
asked Dec 3 '18 at 14:43
Shamray
83
asked Dec 3 '18 at 14:43
Shamray
83
asked Dec 3 '18 at 14:43
Shamray
83
asked Dec 3 '18 at 14:43
Shamray
83
asked Dec 3 '18 at 14:43
Shamray
83
83
add a comment |
add a comment |
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