6 search results - page 1 / 2 » Robust Approximate Cholesky Factorization of Rank-Structured... |
SIAMMAX
2010
12 years 11 months ago
2010
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...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
The algorithms in the current sequential numerical linear algebra libraries (e.g. LAPACK) do not parallelize well on multicore architectures. A new family of algorithms, the tile a...
ICPPW
2002
IEEE
13 years 9 months ago
2002
IEEE
In this paper we discuss the parallel implementation of the Cholesky factorization of a positive definite symmetric matrix when that matrix is block tridiagonal. While parallel im...
AMC
2006
13 years 4 months ago
2006
A parallel algorithm based on the multidimensional minimization of the Rayleigh quotient is proposed to evaluate the leftmost eigenpairs of the generalized symmetric positive defi...
SIAMSC
2008
13 years 4 months ago
2008
In this paper we present a new incomplete factorization of a square matrix into triangular factors in which we get standard LU or LDLT factors (direct factors) and their inverses (...