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Cholesky decomposition
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==References== * {{Cite conference | last1 = Dereniowski | first1 = Dariusz | last2 = Kubale | first2 = Marek | contribution = Cholesky Factorization of Matrices in Parallel and Ranking of Graphs | doi = 10.1007/978-3-540-24669-5_127 | pages = 985β992 | publisher = Springer-Verlag | series = Lecture Notes on Computer Science | title = 5th International Conference on Parallel Processing and Applied Mathematics | url = http://www.eti.pg.gda.pl/katedry/kams/wwwkams/pdf/Cholesky_fmprg.pdf | volume = 3019 | year = 2004 | isbn = 978-3-540-21946-0 | url-status = dead | archive-url = https://web.archive.org/web/20110716060800/http://www.eti.pg.gda.pl/katedry/kams/wwwkams/pdf/Cholesky_fmprg.pdf | archive-date = 2011-07-16 }} * {{Cite book| first1=Gene H. | last1=Golub | author1-link=Gene H. Golub | first2=Charles F. | last2=Van Loan | author2-link=Charles F. Van Loan | year=1996 | title=Matrix Computations | edition=3rd | publisher=Johns Hopkins | place=Baltimore | isbn=978-0-8018-5414-9}} * {{Cite book| first1=Roger A. | last1=Horn | first2=Charles R. | last2=Johnson | year=1985 | title=Matrix Analysis | publisher=Cambridge University Press | isbn=0-521-38632-2 }} * S. J. Julier and J. K. Uhlmann. "[https://web.archive.org/web/20190224070338/http://pdfs.semanticscholar.org/523a/865ffabb50d10f85d141963d40528e952760.pdf A General Method for Approximating Nonlinear Transformations of ProbabilityDistributions]". * S. J. Julier and J. K. Uhlmann, "[http://kom.aau.dk/~tba/ESIF/julier97new.pdf A new extension of the Kalman filter to nonlinear systems]", in Proc. AeroSense: 11th Int. Symp. Aerospace/Defence Sensing, Simulation and Controls, 1997, pp. 182β193. * {{Cite book| last1=Trefethen | first1=Lloyd N. | author1-link=Lloyd N. Trefethen | last2=Bau | first2=David | title=Numerical linear algebra | publisher=Society for Industrial and Applied Mathematics | location=Philadelphia | isbn=978-0-89871-361-9 | year=1997}} * {{cite thesis |last= Osborne|first= Michael|date= 2010|title= Bayesian Gaussian Processes for Sequential Prediction, Optimisation and Quadrature|type= thesis|publisher= University of Oxford|url= http://www.robots.ox.ac.uk/~mosb/public/pdf/2160/full_thesis.pdf }} * Ruschel, JoΓ£o Paulo Tarasconi, Bachelor degree "[https://www.lume.ufrgs.br/bitstream/handle/10183/151001/001009773.pdf Parallel Implementations of the Cholesky Decomposition on CPUs and GPUs]" Universidade Federal Do Rio Grande Do Sul, Instituto De Informatica, 2016, pp. 29-30.
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