In this repository you can find a Jupiter Notebook containing the solution of a linear system using the Cholesky Decomposition method.
Python has a built-in function for this job, but we decided to try and make a function and compare it to the built-in one. Many use Matlab or Mathematica in order to solve problems in linear algebra. Thus for a change, we used some of Python's libraries in order to solve a linear system Ax=B using the numerical method of Cholesky Decomposition.
In this case, we use a tridiagonal matrix A (n * n).