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An incomplete Cholesky factorization for dense symmetric positive definite matrices

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Publication:1587315
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DOI10.1023/A:1022323931043zbMath0960.65033MaRDI QIDQ1587315

Romesh Saigal, Chih-Jen Lin

Publication date: 3 May 2001

Published in: BIT (Search for Journal in Brave)


zbMATH Keywords

numerical resultsCholesky factorizationdense matricesincomplete Cholesky decomposition


Mathematics Subject Classification ID

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


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Uses Software

  • QAPLIB
  • ITSOL
  • SVMlight
  • SPARSKIT


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