Cholesky decompositions of integral operators and the Fredholm determinant
| Autor: | Olsen, Niels Lundtorp |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | The Cholesky decomposition is a popular way of decomposing positive definite matrices; in particular it leads to a simple formula for computing the determinant. We present and proof an equivalent formula for computing the Fredholm determinant of a positive definite integral operator on $L^2 [0, 1]$. |
| Databáze: | arXiv |
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