On the Cholesky factorization of the Gram matrix of locally supported functions

Cholesky factorization of bi-infinite and semi-infinite matrices is studied and in particular the following is proved. If a bi-infinite matrixA has a Cholesky factorization whose lower triangular factorL and its lower triangular inverse decay exponentially away from the diagonal, then the semi-infinite truncation ofA has a lower triangular Cholesky factor whose elements approach those ofL exponentially. This result is then applied to studying the asymptotic behavior of splines obtained by orthogonalizing a large finite set of B-splines, in particular identifying the limiting profile when the knots are equally spaced.The first and second authors were partially supported by Nato Grant #920209, the second author also by the Alexander von Humboldt Foundation, and the last two authors by the Italian Ministry of University and Scientific and Technological Research.