Behind The Models: Cholesky Decomposition
The 19th Century Map-Maker’s Trick That Runs Today’s Linear Models and Monte Carlo Simulations
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5 min readMay 23, 2019
André-Louis Cholesky is a bit of an oddity among mathematicians: his work was published posthumously after he died in battle during WWI. He discovered the linear algebra method that carries his name through his work as a late 19th…
