Tree organization of the data structure for Cholesky factorization (Q1904005)

A new variant of carrying out a Cholesky factorization for solving five-point difference schemes on a rectangular grid is proposed. The algorithm makes use of the nested quad-dissections method based on a hierarchical partitioning of the grid into four parts. A corresponding storage scheme for the matrix is described. Finally, the efficiency of the proposed algorithm is demonstrated by a numerical example, and an extension of the method to problems on arbitrary grids is briefly discussed.