A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
From MaRDI portal
Recommendations
Cited in
(24)- Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions
- Development and evaluation of geostatistical methods for non-Euclidean-based spatial covariance matrices
- A New Modified Cholesky Factorization
- A regularized Newton method without line search for unconstrained optimization
- scientific article; zbMATH DE number 1008666 (Why is no real title available?)
- A new family of high-order directions for unconstrained optimization inspired by Chebyshev and Shamanskii methods
- Some comments on the generalized Cholesky algorithm
- A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization
- A regularized Newton method for degenerate unconstrained optimization problems
- Modified Cholesky decomposition for solving the moment matrix in the radial point interpolation method
- Bounds for the distance to the nearest correlation matrix
- Computing the nearest diagonally dominant matrix
- ARC\(_q\): a new adaptive regularization by cubics
- Improving directions of negative curvature in an efficient manner
- Scan statistic tail probability assessment based on process covariance and window size
- On the final steps of Newton and higher order methods
- Multi-year analysis of solvency capital in life insurance
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
- Modified Cholesky algorithms: A catalog with new approaches
- The factorability of symmetric matrices and some implications for statistical linear models
- Add-sub pivoting triangular factorization for symmetric matrix
- Relaxed forms of BBK algorithm and FBP algorithm for symmetric indefinite linear systems
- Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods
- Descent line search scheme using Geršgorin circle theorem
This page was built for publication: A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4210279)
