This is awesome. I can't wait until the future when we'll get more informal blog posts from programmers about even more abstract subjects which thus far are dominated in exposition by academics (who very rarely innovate in how they present the material). The day I see a good engineer-style post on HN about sheaf theory or algebraic geometry will be amazing.
Now the real tough question is how do you pronounce Cholesky? I had a Polish math prof who was mad at the American pronunciation, but Cholesky was actually French, so should we actually pronounce it in the francophone style?
Font size at 23px. Seriously?<p>Just skimmed and now my eyes are hurt.<p>Computation cost of calculating the Cholesky factorization of the original second derivative matrix is comparable to cost of calculating the inverse factorization.
Since LAPACK is an excellent library for these matrix functions, why not use it, and translate it to Clojure instead of reinventing the wheel? (There's also a translator from Fortran to C).