New efficient and robust HSS Cholesky factorization of SPD matrices

DOI10.1137/110851110MaRDI QIDQ4902926zbMATH OpenOpenAlexFDO

Authors Ming Gu, Cinna Julie Wu, Jianlin Xia, Shengguo Li

Publication date 18 January 2013

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/fd9537c4df5dad22387d0df7b1ed80da7eb0cbd6

zbMATH Keywords

Cholesky factorization methodhierarchicals semiseparable matricesnumerical resultsrandom algorithmrank-revealng QRrobust preconditionerSchur complementssingular value decomposition (SVD)symmetric positive definite

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(20)

• An improved divide-and-conquer algorithm for the banded matrices with narrow bandwidths
• \({\mathscr{H}} \)-matrix approximability of inverses of discretizations of the fractional Laplacian
• A fast and stable algorithm for downdating the singular value decomposition
• An inverse model and mathematical solution for inferring viscoelastic properties and dynamic deformations of heterogeneous structures
• Fast structured LU factorization for nonsymmetric matrices
• An accelerated divide-and-conquer algorithm for the bidiagonal SVD problem
• Existence of $\mathcal {H}$-matrix approximants to the inverses of BEM matrices: The simple-layer operator
• The LR Cholesky algorithm for symmetric hierarchical matrices
• Preserving Positive Definiteness in Hierarchically Semiseparable Matrix Approximations
• Sparse Cholesky Factorization by Kullback--Leibler Minimization
• RCHOL: Randomized Cholesky Factorization for Solving SDD Linear Systems
• An Algebraic Sparsified Nested Dissection Algorithm Using Low-Rank Approximations
• Robust and Effective eSIF Preconditioning for General Dense SPD Matrices
• Subspace Iteration Randomization and Singular Value Problems
• Second‐order accurate hierarchical approximate factorizations for solving sparse linear systems
• Linear-Cost Covariance Functions for Gaussian Random Fields
• Sparse inverse Cholesky factorization of dense kernel matrices by greedy conditional selection
• Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes
• \(\mathcal {H}\)-matrix approximability of the inverses of FEM matrices
• Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity

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