Matrix Factorization, Numerical Methods, Numerical Linear Algebra, Cholesky Decomposition, Hilbert Matrix.
mathematics. André-Louis Cholesky [source] Cholesky Decomposition (aka Cholesky factorization) is one way of writing a positive-definite matrix as the product of two other matrices (that’s what decomposition/factorization means!). The idea was developed by André-Louis Cholesky, a French