A web-based cryptographic key generator using the Cholesky decomposition method. This tool generates cryptographic keys based on a symmetric positive definite (SPD) matrix and provides a lower ...

In this paper, we obtain a formula for the derivative of a determinant with respect to an eigenvalue in the modified Cholesky decomposition of a symmetric matrix, a characteristic example of a direct ...

Abstract: A new sparse kernel model for spectral clustering is presented. This method is based on the incomplete Cholesky decomposition and can be used to efficiently solve large-scale spectral ...

Abstract: Currently, state of the art libraries, like MAGMA, focus on very large linear algebra problems, while solving many small independent problems, which is usually referred to as batched ...

This is an expository article that develops the Kalman filter from a Cholesky factorization perspective. In particular, the Kalman filter is shown to be a modification of the Cholesky factorization ...

An important problem in multivariate statistics is the estimation of covariance matrices. We consider a class of nonparametric covariance models in which the entries in the covariance matrix depend on ...