An incomplete Cholesky factorization for dense symmetric positive definite matrices (Q1587315)
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scientific article; zbMATH DE number 1533022
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| English | An incomplete Cholesky factorization for dense symmetric positive definite matrices |
scientific article; zbMATH DE number 1533022 |
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An incomplete Cholesky factorization for dense symmetric positive definite matrices (English)
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3 May 2001
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An incomplete Cholesky factorization is obtained if only the large components of pivot columns enter into the factorization. The efficiency is tested for three types of matrices. 1. Randomly generated matrices; 2. Dense matrices from semi-definite programming of the form \(\bar A (S^{-1} \otimes X) A^T\) and 3. Dense matrices from support vector machines. Numerical results are listed in 9 tables.
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incomplete Cholesky decomposition
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Cholesky factorization
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dense matrices
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numerical results
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0.8116600513458252
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0.7911301255226135
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0.790871262550354
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0.7903010845184326
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0.7876679301261902
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