Hi,
Is there any proof that $\displaystyle cholesky(A\otimes B)=cholesky(A)\otimes cholesky(B) $ for $\displaystyle A$ and $\displaystyle B$ symmetric?
It seems correct for $\displaystyle 2\times 2$-matrices, but is it in general?
Hi,
Is there any proof that $\displaystyle cholesky(A\otimes B)=cholesky(A)\otimes cholesky(B) $ for $\displaystyle A$ and $\displaystyle B$ symmetric?
It seems correct for $\displaystyle 2\times 2$-matrices, but is it in general?
It looks like yes.
http://www.math.uwaterloo.ca/~hwolko...schaecke04.pdf
might be of some help