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Topic: cholesky decomposition LL vs LDL computational load difference
Replies: 2   Last Post: Aug 17, 2014 2:57 PM

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vincent.stay@gmail.com

Posts: 5
Registered: 8/16/14
cholesky decomposition LL vs LDL computational load difference
Posted: Aug 16, 2014 11:58 PM
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Hi everyone,
In terms of FLOPs needed are LL & LDL factorizations the same? I am looking at this page http://en.wikipedia.org/wiki/Cholesky_decomposition
and I see an extra multiplication by Dk in every summation loop. Doesn't this increase the computational load, say by 50%? What am I missing?

Thanks.



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