Media type: E-Article Title: Cholesky factorization Contributor: Higham, Nicholas J. imprint: Wiley, 2009 Published in: WIREs Computational Statistics Language: English DOI: 10.1002/wics.18 ISSN: 1939-5108; 1939-0068 Origination: Footnote: Description: <jats:title>Abstract</jats:title><jats:p>This article aimed at a general audience of computational scientists, surveys the Cholesky factorization for symmetric positive definite matrices, covering algorithms for computing it, the numerical stability of the algorithms, and updating and downdating of the factorization. Cholesky factorization with pivoting for semidefinite matrices is also treated. Copyright © 2009 John Wiley & Sons, Inc.</jats:p><jats:p>This article is categorized under: <jats:list list-type="explicit-label"> <jats:list-item><jats:p>Algorithms and Computational Methods > Numerical Methods</jats:p></jats:list-item> </jats:list></jats:p>