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Published 20 hours ago • verified publisher icon open-source-modelling

Cholesky decomposition

Open open-source-modelling opened this issue 3 years ago • 0 comments

We use the Cholesky decomposition in the nDim Brownian motion. Do you think it would be valuable to others to make that a stand-alone repository?

open-source-modelling avatar Mar 08 '22 13:03 open-source-modelling