André-Louis Cholesky

André- Louis Cholesky (* October 15, 1875 in Montguyon; † August 31, 1918 in Northern France ) was a French mathematician.

Cholesky studied at the École polytechnique and then joined the army, where he was surveying officer ( Commandant d'Artillerie ). He died in combat in Northern France towards the end of the First World War. Posthumously, his method for solving linear systems of equations was published with symmetric positive definite coefficient matrices as they arise, for example, in applying the method of least squares. The matrix decomposition used here is named in his honor Cholesky decomposition.