Numerics
20
Matrix decompositions
Mononote
Preface
Analysis
1
Measurability
2
Measures
3
Integration
Probability
4
Joint distributions
5
Independence
6
Kernels
7
Conditioning
8
Densities
9
Convergence
10
Inequalities
11
Exponential family
12
Entropies
13
Discrepancies
Stochastics
14
Feynman-Kac Flows
Inference
15
Distribution estimation and bootstrap
Laplacian modelling
16
Exponential family models
Sampling
17
Computational Lebesgue integration
18
Sequential Importance Sampling
Numerics
19
Matrix calculus
20
Matrix decompositions
21
Matrix inversion
Table of contents
20.1
Cholesky decomposition
20.1.1
Rank one update of Cholesky
20.2
QR decomposition
20.3
Singular value decomposition
Numerics
20
Matrix decompositions
20
Matrix decompositions
Published
October 4, 2025
20.1
Cholesky decomposition
20.1.1
Rank one update of Cholesky
20.2
QR decomposition
20.3
Singular value decomposition
19
Matrix calculus
21
Matrix inversion