An incomplete Cholesky factorization for dense symmetric positive definite matrices

DOI10.1023/A:1022323931043zbMATH Open0960.65033MaRDI QIDQ1587315FDOQ1587315

Authors: Chih-Jen Lin, Romesh Saigal 

Publication date: 3 May 2001

Published in: BIT (Search for Journal in Brave)

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• Low-density incomplete \(LDL^T\) factorizations
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zbMATH Keywords

Cholesky factorizationnumerical resultsdense matricesincomplete Cholesky decomposition

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cited In (15)

• Low-density incomplete \(LDL^T\) factorizations
• Preconditioning techniques for large linear systems: A survey
• Partitioned solver for strongly coupled fluid-structure interaction
• Convex optimization techniques in compliant assembly simulation
• Parallel Processing and Applied Mathematics
• On the stability of the incomplete Cholesky decomposition for a singular perturbed problem, where the coefficient matrix is not an M‐matrix
• A kernel-based core growing clustering method
• An efficient computation of the inverse of the single layer matrix for the resolution of the linear elasticity problem in BEM
• Cholesky decomposition of a positive semidefinite matrix with known kernel
• The Discrete Empirical Interpolation Method: Canonical Structure and Formulation in Weighted Inner Product Spaces
• On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
• On the incomplete Cholesky decomposition of a class of perturbed matrices
• A projected gradient algorithm for solving the maxcut SDP relaxation
• Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
• On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices

Uses Software

• QAPLIB
• ITSOL
• SVMlight
• SPARSKIT

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