Note Set 23c: Completing the Square = Gaussian Elimination | Matrixology

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Slide Set 23b: Positive Definite Matrices in the Wild

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Slide Set 23d: Principle Axis Theorem and Hyper Footballs

Note Set 23c: Completing the Square = Gaussian Elimination

We show that completing the square for certain polynomials is the same performing as Gaussian Elimination on the associated symmetric matrix $\mathbf{A}$ used in the form $\vec{x^{\rm T}} \mathbf{A} \vec{x}$. We arrive at the Cholesky factorization, a special form of $\mathbf{L}\mathbf{U}$ factorization available when a matrix is symmetric.
Best consumed by 2016/11/30

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23c: Completing the Square = Gaussian Elimination

Slide Set 23b: Positive Definite Matrices in the Wild

All Slides

Slide Set 23d: Principle Axis Theorem and Hyper Footballs