Full rank Cholesky factorization for rank deficient matrices

DOI10.1016/J.AML.2014.09.001MaRDI QIDQ2343690zbMATH OpenOpenAlexFDO

Authors Rafael Cantó, María José Peláez, Ana M. Urbano

Publication date 6 May 2015

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2014.09.001

zbMATH Keywords

Cholesky factorizationrank deficient matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23)

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Cites work

• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Robust Preconditioner with Low Memory Requirements for Large Sparse Least Squares Problems
• Accuracy and Stability of Numerical Algorithms
• Full rank factorization and the Flanders theorem
• Strong rank revealing Cholesky factorization

Cited in

(3)

• On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
• Targeted principal components regression
• Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices

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Uses Software

• mctoolbox

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