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In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced / ʃ ə ˈ l ɛ s k i / shəLESkee) is a decomposition of a Hermitian, positivedefinite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, eg, Monte Carlo simulationsIt was discovered by AndréLouis Cholesky for real matrices. Periodic extension of X (k) Furthermore, because of the symmetry imposed on X (k) the value X (0) is constrained to be zero (see Problem 93 below) A corrected version is shown at the top of page 93 The second figure requiring correction is the viewgraph used to illustrate circular convolution On that figure x2((m))N is incorrectly drawn. Á i õ H f x K # s h Í N d n = D t ¶, ó V ¢ & J r < l Ë > A C Í n < ä È & ;.

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