Cholesky’s method—The method of solving a set of equations when the matrix of coefficients is square and positive definite. The matrix is converted row by row, by applying recursive formulae to elements, to a pair of matrices of which one has only zeros below the main diagonal and the other has only zeros above the main diagonal. The same operations are applied to the vector of observations and the unknowns are determined by successive substitutions. Also called “square root approach.”

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Source: NSPS “Definitions of Surveying and Related Terms“, used with permission.

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