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    SIAMMAX
    2010
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    Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
    12 years 11 months ago
    Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
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    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
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