Derive Cholesky Decomposition for a 3x3 matrix
IN: S is Real matrix with dimensions 3x3 and is Symmetric and semi-definite
Out: L is a Real matrix with dimensions 3x3 such that
- L is lower-triangular
The Attempt at a Solution
We learned this in class, and here is what I have in my notes. Near the end, it starts not making sense, so I think I recorded something wrong, and I also don't fully get what's going on.
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