While reading section 8.1 in the textbook, I came across the part on Cholesky Factorization. In an effort to figure out how to pronounce “Cholesky”, I tried searching the internet for Andre Louis Cholesky, who I assumed was yet another boring mathematician who spent all is time investigating some (fantastic) theorem. Instead, Cholesky’s story is actually very interesting, and, while it seems hard sometimes to figure out how or why most of these mathematical theorems come about, the origin of Cholesky’s theorem is a very real application.

Here’s a little history on yet another famous name in scientific computing:

Andre Louis Cholesky was born on October 15, 1875 in a northern region of France. He attended a L’Ecole Polytechnique, where his professors included Henri Becquerel, the famous physicist who discovered radioactivity. After graduation, at the age of 20, he joined the army and served in Tunisia and Algeria, countries in which the French had established domination, but stabilized the economy and established modern communications. In 1905, he was moved to the Geodesic Section of the Army Geographic Service, where he stood out amongst his peers for his “extraordinary intelligence, a great facility for mathematical work, an inquiring spirit, original ideas, sometimes even paradoxical, but always marked by a great dignity of sentiment which he maintained with great conviction.” It was during this period that Cholesky’s method for decomposition came to light:

the revision of the French triangulation had just been decided in order to continue the revision of the meridian line of Paris, to be used as the base of a new cadastral triangulation. The problem of the adjustment of the grid preoccupied many officers of the Section, who wished to contribute to fixing, in the sense of speed, convenience and maximal precision, methods which were not yet entirely agreed on. Cholesky approached this problem, bringing in his solutions, as in everything he did, a marked originality. He invented, for the solution of the condition equations in the method of least squares, a very ingenious computational procedure which immediately proved extremely useful…

Later on, his methods proved to be useful in other endeavours with the army as well, including precision leveling work in Algeria and Tunisia in 1913. Cholesky-devised methods allow for work intended to prepare for the building of railways in Tunisia and Morocco to be undertaken more quickly while retaining necessary accuracy. In 1913, Cholesky was assigned to the Ministry of Foreign Affairs and was named head of Topographical Service of the Regency of Tunis. In 1915, during WWI, he began to organize artillery firing, and in the next year, he was sent on a military mission to Romania where he took on the role of director of the geographical service of the Romanian army.

On August 31, 1918 at 5am, Cholesky died from wounds received on the battle field in the North of France. It wasn’t until after his death that one of his fellow officers published his esteemed work.

…I guess mathematicians are more interesting than I thought they were.

French Triangulation
http://content.cdlib.org/xtf/view?docId=ft6d5nb455&doc.view=content&chunk.id=d0e7878&toc.depth=1&anchor.id=0&brand=eschol

Cholesky:
http://www.netlib.org/na-digest-html/90/v90n07.html
http://www-groups.dcs.st-and.ac.uk/~history/Biographies/Cholesky.html
http://en.wikipedia.org/wiki/Andr%C3%A9-Louis_Cholesky
http://en.wikipedia.org/wiki/Cholesky_decomposition

Joerg Waldvogel also doesn’t know how to pronounce Cholesky:
http://www.netlib.org/na-digest-html/90/v90n10.html