An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices

Chih‐Jen Lin; Romesh Saigal

doi:10.1023/a:1022323931043

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An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices

Chih‐Jen Lin Romesh Saigal

Year: 2000 Journal: BIT Numerical Mathematics Vol: 40 (3)Pages: 536-558 Publisher: Springer Science+Business Media

DOI: 10.1023/a:1022323931043

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Keywords:

Incomplete Cholesky factorization Preconditioner Cholesky decomposition Positive-definite matrix Diagonal Factorization Mathematics Incomplete LU factorization Minimum degree algorithm Applied mathematics Symmetric matrix Matrix decomposition Linear system Algebra over a field Computer science Algorithm Pure mathematics Eigenvalues and eigenvectors Mathematical analysis Physics

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Matrix Theory and Algorithms

Physical Sciences → Computer Science → Computational Theory and Mathematics

Electromagnetic Scattering and Analysis

Physical Sciences → Physics and Astronomy → Atomic and Molecular Physics, and Optics

Sparse and Compressive Sensing Techniques

Physical Sciences → Engineering → Computational Mechanics

An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices

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