Convergence analysis of an algorithm for accurate inverse Cholesky factorization
Author(s) -
Yuka Yanagisawa,
Takeshi Ogita,
Shin’ichi Oishi
Publication year - 2014
Publication title -
japan journal of industrial and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.356
H-Index - 28
eISSN - 1868-937X
pISSN - 0916-7005
DOI - 10.1007/s13160-014-0154-4
Subject(s) - cholesky decomposition , incomplete cholesky factorization , minimum degree algorithm , mathematics , factorization , convergence (economics) , inverse , algorithm , positive definite matrix , matrix (chemical analysis) , condition number , incomplete lu factorization , round off error , dixon's factorization method , matrix decomposition , mathematical analysis , factorization of polynomials , eigenvalues and eigenvectors , physics , geometry , materials science , quantum mechanics , economics , composite material , economic growth , matrix polynomial , polynomial
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