I know there are some posts there explaining the complexity of Cholesky decomposition. But i have couple of questions:
- we know that A=L*L^T (L is lower triangular matrix) is Cholesky decomposition, so what is exactly calculated to find the complexity??? The recursive part only, or everything in the decomposition?
we know that a11 = l11*l11 ; --- L21 = A21/l11; --- L21^T = A21^T/l11; --- AND at last L22*L22^T = A22 - L12*L12^T, so the complexity includes all of these components?
- can someone WITHOUT any programming syntax, but IN NATURAL language explain to me how to calculate the Cholesky Decomposition as detailed as possible?
Thanks A lot, and please do not CLOSE this i need to clarify some points for me...