Linear regression needs to be explained

[lynnporu]

Can you please explain, or at least provide a link for the paper which describes how to use Cholesky decomposition for linear regression, as you did in your code?

MapReduce-Machine-Learning/Linear Regression MapReduce/LinearRegressionTS.py

Lines 11 to 16 in 4981bdf

	def cholesky_solution_linear_regression(x_t_x,x_t_y):
	'''
	Finds parameters of regression through Cholesky decomposition,
	given sample covariance of explanatory variables and covariance