On the low-rank approximation by the pivoted Cholesky decomposition

DOI10.1016/j.apnum.2011.10.001zbMath1244.65042OpenAlexW1997321933MaRDI QIDQ412313

Reinhold Schneider, Helmut Harbrecht, Michael D. Multerer

Publication date: 4 May 2012

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2011.10.001

zbMATH Keywords

algorithm convergence quantum chemistry Hilbert-Schmidt operators truncation error pivoting low-rank approximation positive semi-definite matrices Cholesky decomposition elliptic second order boundary value problem fast eigenpair computation

Mathematics Subject Classification ID

Linear operators defined by compactness properties (47B07) Positive matrices and their generalizations; cones of matrices (15B48) Spectrum, resolvent (47A10) Direct numerical methods for linear systems and matrix inversion (65F05)

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