Editing Cholesky decomposition (section)

== External links ==

===History of science===
* ''Sur la résolution numérique des systèmes d'équations linéaires'', Cholesky's 1910 manuscript, online and analyzed on [http://bibnum.education.fr/mathematiques/algebre/sur-la-resolution-numerique-des-systemes-d-equations-lineaires BibNum] {{in lang|fr|en}} <small>[for English, click 'A télécharger']</small>

===Information===
* {{springer|title=Cholesky factorization|id=p/c120160}}
* [https://web.archive.org/web/20060518112024/http://rkb.home.cern.ch/rkb/AN16pp/node33.html#SECTION000330000000000000000 Cholesky Decomposition], The Data Analysis BriefBook
* [http://www.math-linux.com/spip.php?article43 Cholesky Decomposition] on www.math-linux.com
* [http://sciencemeanderthal.wordpress.com/2012/06/28/cholesky-decomposition-of-variance-covariance-matrices-in-the-classic-twin-study/ Cholesky Decomposition Made Simple] on Science Meanderthal

===Computer code===
* [http://netlib.org/lapack/ LAPACK] is a collection of FORTRAN subroutines for solving dense linear algebra problems (DPOTRF, DPOTRF2, [http://www.netlib.org/utk/papers/factor/node9.html details] [http://www.netlib.org/utk/papers/factor/node13.html performance])
* [http://www.alglib.net/ ALGLIB] includes a partial port of the LAPACK to C++, C#, Delphi, Visual Basic, etc. (spdmatrixcholesky, hpdmatrixcholesky)
* [http://www.cs.utexas.edu/users/flame/ libflame] is a C library with LAPACK functionality.
* [http://www.cs.utexas.edu/users/flame/Movies.html#Chol Notes and video on high-performance implementation of Cholesky factorization] at The University of Texas at Austin.
* [http://upcommons.upc.edu/pfc/handle/2099.1/10988/ Cholesky : TBB + Threads + SSE] is a book explaining the implementation of the CF with TBB, threads and SSE (in Spanish).
* [http://ceres-solver.org/ library "Ceres Solver" ] by Google.
* [https://web.archive.org/web/20120807190828/http://infohost.nmt.edu/~borchers/ldlt.html LDL decomposition] routines in Matlab.
* [http://arma.sourceforge.net/download.html Armadillo] is a C++ linear algebra package
* [http://rosettacode.org/wiki/Rosetta_Code Rosetta Code] is a programming chrestomathy site. [https://rosettacode.org/wiki/Cholesky_decomposition on page topic].
* [https://algowiki-project.org/en/Open_Encyclopedia_of_Parallel_Algorithmic_Features AlgoWiki] is an open encyclopedia of algorithms’ properties and features of their implementations [https://algowiki-project.org/en/Cholesky_decomposition on page topic]
* [https://software.intel.com/content/www/us/en/develop/tools/oneapi/components/onemkl.html Intel® oneAPI Math Kernel Library] Intel-Optimized Math Library for Numerical Computing [https://software.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/lapack-routines/lapack-linear-equation-routines/lapack-linear-equation-computational-routines/matrix-factorization-lapack-computational-routines/potrf.html#potrf ?potrf], [https://software.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/lapack-routines/lapack-linear-equation-routines/lapack-linear-equation-computational-routines/solving-systems-of-linear-equations-lapack-computational-routines/potrs.html#potrs ?potrs]
===Use of the matrix in simulation===
* [http://www.columbia.edu/~mh2078/MonteCarlo/MCS_Generate_RVars.pdf Generating Correlated Random Variables and Stochastic Processes], Martin Haugh, [[Columbia University]]

===Online calculators===
* [https://web.archive.org/web/20081212221215/http://www.bluebit.gr/matrix-calculator/  Online Matrix Calculator] Performs Cholesky decomposition of matrices online.

{{Numerical linear algebra}}

[[Category:Operator theory]]
[[Category:Matrix decompositions]]
[[Category:Numerical linear algebra]]
[[Category:Articles with example MATLAB/Octave code]]
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