ABSTRACT

When the matrix A is symmetric and positive definite (see discussion below for definition), it is possible to perform (without pivoting) the symmetric decomposition () A = L L T = R T R https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315139784/ed4048a6-e22b-4325-b5dd-51851ea3ba32/content/eq330.tif"/>