A Revised Modified Cholesky Factorization Algorithm (Q4702326)

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scientific article; zbMATH DE number 1368656
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A Revised Modified Cholesky Factorization Algorithm
scientific article; zbMATH DE number 1368656

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    A Revised Modified Cholesky Factorization Algorithm (English)
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    24 November 1999
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    Cholesky factorization
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    optimization
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    nonpositive definite
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    numerical examples
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