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Cholesky, Toeplitz and the triangular factorization of symmetric matrices.

Olga TausskyJohn Todd
Published in: Numer. Algorithms (2006)
Keyphrases
  • symmetric matrices
  • least squares
  • positive definite
  • kernel matrix
  • symmetric matrix
  • low rank
  • matrix factorization
  • pairwise
  • singular value decomposition
  • covariance matrices
  • covariance matrix