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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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Gordon Sande

Posts: 133
Registered: 5/13/10
Re: cholesky decomposition LL vs LDL computational load difference
Posted: Aug 17, 2014 9:07 AM
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On 2014-08-17 03:58:27 +0000, vincent.stay@gmail.com said:

> 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.

answered elsewhere. see sci.math.num-analysis.

multiposting is very bad form. crossposting is the way to go. just keep
it tame.

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