A New Modified Cholesky Factorization

DOI10.1137/0911064zbMath0716.65023MaRDI QIDQ3203913

Elizabeth Eskow, Robert B. Schnabel

Publication date: 1990

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0911064

zbMATH Keywords

positive definite matrices; numerical tests; Cholesky factorization; perturbation matrix; Gershgorin bounds

Mathematics Subject Classification ID

15A23: Factorization of matrices

65F05: Direct numerical methods for linear systems and matrix inversion

Related Items

AN IMPROVED ADAPTIVE TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION, Euclidean distance matrix completion problems, Sparse Hessian factorization in curved trajectories for unconstrained minimization, An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula, Exploiting Lower Precision Arithmetic in Solving Symmetric Positive Definite Linear Systems and Least Squares Problems, Linear and parabolic relaxations for quadratic constraints, An improved adaptive trust-region algorithm, Modified Cholesky algorithms: A catalog with new approaches, Distribution modeling and simulation of gene expression data, BFGS trust-region method for symmetric nonlinear equations, Modifying the inertia of matrices arising in optimization, Global, rigorous and realistic bounds for the solution of dissipative differential equations. I: Theory, Some properties of the Hessian of the logarithmic barrier function, A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization, A new adaptive trust region algorithm for optimization problems, Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets, Nonmonotone adaptive trust-region method for unconstrained optimization problems, Nonmonotone curvilinear line search methods for unconstrained optimization, A nonmonotone adaptive trust region method and its convergence, Preconditioning techniques for large linear systems: A survey, Preconditioning regularized least squares problems arising from high-resolution image reconstruction from low-resolution frames, Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization, Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization, Hybrid methods for large sparse nonlinear least squares, A new modified nonmonotone adaptive trust region method for unconstrained optimization, Limited memory technique using trust regions for nonlinear equations, An efficient implementation of a trust region method for box constrained optimization, A multi-iterate method to solve systems of nonlinear equations, A new nonmonotone adaptive trust region method based on simple quadratic models, An adaptive approach of conic trust-region method for unconstrained optimization problems, Unnamed Item, Bounds for the Distance to the Nearest Correlation Matrix, Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers, MODIFIED CHOLESKY DECOMPOSITION FOR SOLVING THE MOMENT MATRIX IN THE RADIAL POINT INTERPOLATION METHOD, Nonconvex approximations in unconstrained minimization, Unnamed Item