• LAPACK

  • Referenced in 1626 articles [sw00503]
  • value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also...
  • ScaLAPACK

  • Referenced in 404 articles [sw00830]
  • estimation and iterative refinement, for LU and Cholesky factorization, matrix inversion, full-rank linear least ... core solvers for LU, Cholesky, and QR, the matrix sign function for eigenproblems...
  • symrcm

  • Referenced in 376 articles [sw08566]
  • good preordering for LU or Cholesky factorization of matrices that come from long, skinny problems...
  • CHOLMOD

  • Referenced in 95 articles [sw04412]
  • Algorithm 887: CHOLMOD, Supernodal Sparse Cholesky Factorization and Update/Downdate. CHOLMOD is a set of routines ... form A or AAT, updating/downdating a sparse Cholesky factorization, solving linear systems, updating/downdating the solution ... both symmetric and unsymmetric matrices. Its supernodal Cholesky factorization relies on LAPACK and the Level...
  • TRON

  • Referenced in 109 articles [sw04714]
  • preconditioned conjugate gradient method with an incomplete Cholesky factorization to generate a direction...
  • LIPSOL

  • Referenced in 81 articles [sw04712]
  • files from two Fortran packages: a sparse Cholesky factorization package developed by Esmond...
  • TAUCS

  • Referenced in 31 articles [sw04014]
  • includes the following functionality: Multifrontal Supernodal Cholesky Factorization. This code is quite fast (several times ... faster than Matlab 6’s sparse Cholesky) but not completely state ... relaxed supernodes. Left-Looking Supernodal Cholesky Factorization. Slower than the multifrontal solver but uses less ... memory. Drop-Tolerance Incomplete-Cholesky Factorization. Much slower than the supernodal solvers when it factors...
  • IPM

  • Referenced in 40 articles [sw05170]
  • second version uses the more efficient Sparse Cholesky package developed ... permission of the authors of the Sparse Cholesky package (you can send a message...
  • TNPACK

  • Referenced in 39 articles [sw00970]
  • factored in PCG using a sparse modified Cholesky factorization based on the Yale Sparse Matrix...
  • COLAMD

  • Referenced in 28 articles [sw00145]
  • prior to numerical factorization, and (2) sparse Cholesky factorization, which requires a symmetric permutation...
  • MIXOR

  • Referenced in 23 articles [sw08990]
  • scoring solution. For the scoring solution, the Cholesky factor of the random-effects variance-covariance...
  • DRIC

  • Referenced in 23 articles [sw12610]
  • with the relaxed incomplete Cholesky (RIC) method of O. Axelsson and G. Lindskog [Numer. Math...
  • POOCLAPACK

  • Referenced in 16 articles [sw07034]
  • paper parallel implementation of out-of-core Cholesky factorization is used to introduce the Parallel ... simplicity of POOCLAPACK, the out-of-core Cholesky factorization implementation is shown to achieve...
  • CIMGS

  • Referenced in 11 articles [sw17583]
  • more robust than an incomplete Cholesky factorization preconditioner (IC) and a complete Cholesky factorization ... better backward error properties than complete Cholesky factorization. For symmetric positive definite M-matrices, CIMGS ... regular splitting and better estimates the complete Cholesky factor as the set of dropped positions ... gets smaller. CIMGS lies between complete Cholesky factorization and incomplete Cholesky factorization in its approximation...
  • HSL_MA77

  • Referenced in 15 articles [sw13924]
  • core sparse Cholesky solver. Direct methods for solving large sparse linear systems of equations ... positive-definite systems and performs a Cholesky factorization. Special attention is paid...
  • HSL_MA87

  • Referenced in 14 articles [sw13037]
  • MA87. Parallel Sparse Cholesky Solver: HSL_MA87 provides a parallel sparse Cholesky factorization for real...
  • HSL_MI28

  • Referenced in 13 articles [sw13376]
  • efficient and robust limited-memory incomplete Cholesky factorization code. This article focuses on the design ... robust and efficient general-purpose incomplete Cholesky factorization package HSL_MI28, which is available within...
  • SDPARA

  • Referenced in 18 articles [sw07707]
  • called Schur complement matrix and its Cholesky factorization consume most of the computational time...
  • ramcmc

  • Referenced in 16 articles [sw17890]
  • also includes fast functions for rank-one Cholesky update and downdate. These functions...
  • LDL

  • Referenced in 15 articles [sw00507]
  • Algorithm 849: A concise sparse Cholesky factorization package. The LDL software package...