most citedModified Recursive Cholesky (Rchol) Algorithm: An Explicit Estimation and Pseudo-inverse of Correlation Matrices

6 citations · 6 across the 1 of their papers we have counts for

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1 paper

math.AC2017★ 6 cited

Modified Recursive Cholesky (Rchol) Algorithm: An Explicit Estimation and Pseudo-inverse of Correlation Matrices

Vanita Pawar, Krishna Naik Karamtot

The Cholesky decomposition plays an important role in finding the inverse of the correlation matrices. As it is a fast and numerically stable for linear system solving, inversion,…