We know that there exist the Choleski decomposition
$ M = L L^T $
where $M$ is a positive definite matrix and $L$ a lower triangular one. Does it exist a similar decomposition in
$ M = U U^T$
with $U$ upper triangular?
We know that there exist the Choleski decomposition
$ M = L L^T $
where $M$ is a positive definite matrix and $L$ a lower triangular one. Does it exist a similar decomposition in
$ M = U U^T$
with $U$ upper triangular?
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