An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices
dc.contributor.author | Lin, Chih-Jen | en_US |
dc.contributor.author | Saigal, Romesh | en_US |
dc.date.accessioned | 2006-09-11T19:35:43Z | |
dc.date.available | 2006-09-11T19:35:43Z | |
dc.date.issued | 2000-09 | en_US |
dc.identifier.citation | Lin, Chih-Jen; Saigal, Romesh; (2000). "An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices." Bit Numerical Mathematics 40(3): 536-558. <http://hdl.handle.net/2027.42/47957> | en_US |
dc.identifier.issn | 1572-9125 | en_US |
dc.identifier.issn | 0006-3835 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/47957 | |
dc.description.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. | en_US |
dc.format.extent | 338091 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Kluwer Academic Publishers; Swets & Zeitlinger ; Springer Science+Business Media | en_US |
dc.subject.other | Numeric Computing | en_US |
dc.subject.other | Mathematics, General | en_US |
dc.subject.other | Mathematics | en_US |
dc.subject.other | Dense Linear Systems | en_US |
dc.subject.other | Incomplete Cholesky Factorization | en_US |
dc.subject.other | Conjugate Gradient Methods | en_US |
dc.subject.other | Computational Mathematics and Numerical Analysis | en_US |
dc.title | An Incomplete Cholesky Factorization for Dense Symmetric Positive Definite Matrices | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Philosophy | en_US |
dc.subject.hlbsecondlevel | Computer Science | en_US |
dc.subject.hlbtoplevel | Humanities | en_US |
dc.subject.hlbtoplevel | Engineering | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI, 48109, USA. | en_US |
dc.contributor.affiliationother | Department of Computer Science and Information Engineering, National Taiwan University, Taipei, 106, Taiwan. | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/47957/1/10543_2004_Article_331278.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1023/A:1022323931043 | en_US |
dc.identifier.source | Bit Numerical Mathematics | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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