readme.md

Using the Cholesky Decomposition Method

Here we implement solving 2D linear regression via the Cholesky decomposition in TensorFlow.

Model

Given A * x = b, and a Cholesky decomposition such that A = L*L' then we can get solve for x via

1. Solving L * y = t(A) * b for y
2. Solving L' * x = y for x.

Graph of linear fit