What is the best factorization algorithm to solve this system? (Best is intended as more stable)
$$ AA^Tx = b $$
x, b vectors
2026-04-02 04:56:11.1775105771
Factorization algorithm to solve this system?
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The matrix product $AA^T$ yields a symmetric and positive semi-definite matrix (assuming that $A$ is real), hence you can use a Cholesky factorization. However, I don't know for sure if this is the "best."