cholesky-decomposition-solver-course

Read full text
Authors: Ruslan Senatorov
Cited by: 0

Abstract

This project provides a mathematically rigorous treatment and production-style implementation of the cholesky decomposition optimization algorithm, including theoretical derivation, convergence analysis, and numerical experiments.

Fields of Study & Subjects

Matrix Theory and Algorithms Advanced Optimization Algorithms Research Statistical and numerical algorithms

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
1 March 2026
Language
EN