Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
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Publication:3079777
DOI10.1137/090750500zbMath1217.65061OpenAlexW2026968857MaRDI QIDQ3079777
Publication date: 2 March 2011
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5c6725ab3a18371a96a033956850998746ec157b
algorithmnumerical experimentsCholesky factorizationrobust preconditioneroff-diagonal compressionSchur compensationsymmetric positive definite (SPD) matrices
Positive matrices and their generalizations; cones of matrices (15B48) Direct numerical methods for linear systems and matrix inversion (65F05) Conditioning of matrices (15A12) Preconditioners for iterative methods (65F08)
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