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arxiv: 1704.04323 · v1 · pith:C66BVH3Knew · submitted 2017-04-14 · 🧮 math.FA

Reverse Cholesky factorization and tensor products of nest algebras

classification 🧮 math.FA
keywords matrixalgebrasfactorizationnestproductstensortriangularcholesky
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We prove that every positive semidefinite matrix over the natural numbers that is eventually 0 in each row and column can be factored as the product of an upper triangular matrix times a lower triangular matrix. We also extend some known results about factorization with respect to tensor products of nest algebras. Our proofs use the theory of reproducing kernel Hilbert spaces.

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