Gaussian variable elimination as Gaussian elimination
Summary
The computations involved in Gaussian variable elimination are the same as those used to compute the Cholesky decomposition of the covariance matrix.
Context
This concept has the prerequisites:
- Gaussian variable elimination
- Gaussian elimination
- Cholesky decomposition (The particular version of Gaussian elimination is the one used to compute the Cholesky decomposition.)
Core resources (we're sorry, we haven't finished tracking down resources for this concept yet)
Supplemental resources (the following are optional, but you may find them useful)
-Free-
→ Walk-sums and belief propagation in Gaussian graphical models
See also
-No Additional Notes-