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SIAMMAX
2010
110views more  SIAMMAX 2010»
12 years 11 months ago
Direction-Preserving and Schur-Monotonic Semiseparable Approximations of Symmetric Positive Definite Matrices
For a given symmetric positive definite matrix A RN
Ming Gu, Xiaoye S. Li, Panayot S. Vassilevski
SIAMMAX
2010
224views more  SIAMMAX 2010»
12 years 11 months ago
Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
Abstract. Given a symmetric positive definite matrix A, we compute a structured approximate Cholesky factorization A RT R up to any desired accuracy, where R is an upper triangula...
Jianlin Xia, Ming Gu