https://scholars.lib.ntu.edu.tw/handle/123456789/118595
標題: | An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices | 作者: | Lin, Chih-Jen Saigal, Romesh |
公開日期: | 2000 | 卷: | 40 | 期: | 3 | 起(迄)頁: | 536-558 | 來源出版物: | BIT Numerical Mathematics | 摘要: | In this paper, we study the use of an incomplete Cholesky factorization (ICF) as a preconditioner for solving dense symmetric positive definite linear systems. This method is suitable for situations where matrices cannot be explicitly stored but each column can be easily computed. Analysis and implementation of this preconditioner are discussed. We test the proposed ICF on randomly generated systems and large matrices from two practical applications: semidefinite programming and support vector machines. Numerical comparison with the diagonal preconditioner is also presented. |
URI: | http://ntur.lib.ntu.edu.tw//handle/246246/155208 https://www.scopus.com/inward/record.uri?eid=2-s2.0-0042185149&doi=10.1023%2fA%3a1022323931043&partnerID=40&md5=b312fde6be6d74c1c86ddaaaa866110e |
ISSN: | 00063835 |
顯示於: | 資訊工程學系 |
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