New Efficient and Robust HSS Cholesky Factorization of SPD Matrices

DOI10.1137/110851110zbMath1258.65031OpenAlexW1989911287MaRDI QIDQ4902926

Ming Gu, Cinna Julie Wu, Jian-Lin Xia, Sheng-Guo 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

numerical resultsSchur complementssymmetric positive definiterandom algorithmsingular value decomposition (SVD)robust preconditionerCholesky factorization methodhierarchicals semiseparable matricesrank-revealng QR

Mathematics Subject Classification ID

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

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