The Applications of the Cholesky decomposition Teodora Aleksi ć, 391/2012

The Applications of the Choleskydecomposition

Teodora Aleksić, 391/2012

Linear least squares

◎ Polynomial fitting and numerical smoothing and differentiation

◎ Multinomials, including surface fitting◎ Curve fitting with B-splines◎ Chemometrics, calibration curve, standard

addition, Gran plot, analysis of mixtures

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Non-linear optimization

◎ Modern engineering◎ Experimental science◎ Constructing computational models and

decision making in subsurface oil and gas reservoir projects

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Monte Carlo simulation

◎ Physical sciences◎ Engineering◎ Computational biology◎ Computer graphics◎ Applied statistics◎ Artificial intelligence for games◎ Finance and business

4/6

Kalman filters

◎ Economics◎ Nuclear medicine

◎Satellite navigation systems◎Seismology◎Weather forecasting◎Navigation system◎3D modeling

5/6

Matrix inversion

◎ Regression/least squares◎ Real-time simulations◎ MIMO wireless communication◎ Analysis of data◎ Cryptography

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