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cholesky decomposition LL vs LDL computational load difference
Posted:
Aug 16, 2014 11:58 PM


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.



