https://scholars.lib.ntu.edu.tw/handle/123456789/118595
Title: | An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices | Authors: | Lin, Chih-Jen Saigal, Romesh |
Issue Date: | 2000 | Journal Volume: | 40 | Journal Issue: | 3 | Start page/Pages: | 536-558 | Source: | BIT Numerical Mathematics | Abstract: | 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 |
Appears in Collections: | 資訊工程學系 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.