e***n
发帖数: 286 | 1 Urgent!
For any symmetric definite matrix, for sure we can factor it with Cholesky
method. How about symmetric indefinite matrix? I need factor such a matrix
A exactly into the product form
A = B * B'
where B' is the transpose of B and B is some n x n matrix ( not necessarily
to be triangular).
I know we can factor it with a LDLT method and further get
A = P * P' - Q * Q'
But this is not exactly what I need.
Thank you very much! | b******t
发帖数: 965 | 2 s.p.d is required for Cholersky decomposition
for example
[-1 0;0 -1] which is symmetric indefinite
do not have cholersky decomposition
matrix
necessarily
【在 e***n 的大作中提到】
: Urgent!
: For any symmetric definite matrix, for sure we can factor it with Cholesky
: method. How about symmetric indefinite matrix? I need factor such a matrix
: A exactly into the product form
: A = B * B'
: where B' is the transpose of B and B is some n x n matrix ( not necessarily
: to be triangular).
: I know we can factor it with a LDLT method and further get
: A = P * P' - Q * Q'
: But this is not exactly what I need.
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