Sungwoo Jeong

Convergence of Pivoted Cholesky Algorithm for Lipschitz Kernels

2025 · arXiv (Cornell University)

We investigate the continuous analogue of the Cholesky factorization, namely the pivoted Cholesky algorithm. Our analysis establishes quantitative convergence guarantees for kernels of minimal smoothness. We prove that for a symmetric positive definite Lipschitz continuous …