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Thread: Cholesky decomposition of kronecker product

  1. #1
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    Cholesky decomposition of kronecker product

    Hi,

    Is there any proof that cholesky(A\otimes B)=cholesky(A)\otimes cholesky(B) for A and B symmetric?
    It seems correct for 2\times 2-matrices, but is it in general?
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  2. #2
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    Re: Cholesky decomposition of kronecker product

    Quote Originally Posted by SimonDR View Post
    Hi,

    Is there any proof that cholesky(A\otimes B)=cholesky(A)\otimes cholesky(B) for A and B symmetric?
    It seems correct for 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
    Thanks from SimonDR
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