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arXiv · 2410.16490

Cholesky decompositions of integral operators and the Fredholm determinant

Niels Lundtorp Olsen
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Abstract

The Cholesky decomposition is a popular way of decomposing positive definite matrices; in particular it leads to a simple formula for computing the determinant. We present and proof an equivalent formula for computing the Fredholm determinant of a positive definite integral operator on $L^2 [0, 1]$.

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Niels Lundtorp Olsen. 2024-10-21. Cholesky decompositions of integral operators and the Fredholm determinant. https://arxiv.org/abs/2410.16490

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