• LAPACK

  • Referenced in 1220 articles [sw00503]
  • singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur ... computations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded...
  • ScaLAPACK

  • Referenced in 330 articles [sw00830]
  • iterative refinement, for LU and Cholesky factorization, matrix inversion, full-rank linear least squares problems ... orthogonal and generalized orthogonal factorizations, orthogonal transformation routines, reductions to upper Hessenberg, bidiagonal and tridiagonal ... core solvers for LU, Cholesky, and QR, the matrix sign function for eigenproblems...
  • symrcm

  • Referenced in 234 articles [sw08566]
  • good preordering for LU or Cholesky factorization of matrices that come from long, skinny problems...
  • TRON

  • Referenced in 87 articles [sw04714]
  • conjugate gradient method with an incomplete Cholesky factorization to generate a direction, and a projected...
  • CHOLMOD

  • Referenced in 53 articles [sw04412]
  • Algorithm 887: CHOLMOD, Supernodal Sparse Cholesky Factorization and Update/Downdate. CHOLMOD is a set of routines ... factorizing sparse symmetric positive definite matrices of the form ... updating/downdating a sparse Cholesky factorization, solving linear systems, updating/downdating the solution to the triangular system ... symmetric and unsymmetric matrices. Its supernodal Cholesky factorization relies on LAPACK and the Level...
  • LIPSOL

  • Referenced in 69 articles [sw04712]
  • from two Fortran packages: a sparse Cholesky factorization package developed by Esmond Ng and Barry...
  • TAUCS

  • Referenced in 26 articles [sw04014]
  • includes the following functionality: Multifrontal Supernodal Cholesky Factorization. This code is quite fast (several times ... 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 ... Core, Left-Looking Supernodal Sparse Cholesky Factorization. Solves huge systems by storing the Cholesky factors...
  • TNPACK

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

  • Referenced in 19 articles [sw00145]
  • numerical factorization, and (2) sparse Cholesky factorization, which requires a symmetric permutation of both...
  • CIMGS

  • Referenced in 10 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 ... 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 properties...
  • POOCLAPACK

  • Referenced in 13 articles [sw07034]
  • parallel implementation of out-of-core Cholesky factorization is used to introduce the Parallel Outof ... POOCLAPACK, the out-of-core Cholesky factorization implementation is shown to achieve in excess...
  • SDPARA

  • Referenced in 17 articles [sw07707]
  • called Schur complement matrix and its Cholesky factorization consume most of the computational time...
  • MIXOR

  • Referenced in 14 articles [sw08990]
  • solution. For the scoring solution, the Cholesky factor of the random-effects variance-covariance matrix...
  • PSPASES

  • Referenced in 12 articles [sw00739]
  • highest performance (51 GFLOPS for Cholesky factorization) ever reported...
  • HSL_MA77

  • Referenced in 10 articles [sw13924]
  • core sparse Cholesky solver. Direct methods for solving large sparse linear systems of equations ... system matrix, intermediate data, and the matrix factors to be stored externally. The code, which ... positive-definite systems and performs a Cholesky factorization. Special attention is paid...
  • LDL

  • Referenced in 10 articles [sw00507]
  • Algorithm 849: A concise sparse Cholesky factorization package. The LDL software package...
  • CHOMPACK

  • Referenced in 10 articles [sw04593]
  • sparsity patterns. It includes routines for Cholesky factorization and maximum determinant positive definite completion...
  • HSL_MI28

  • Referenced in 5 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...
  • Algorithm 740

  • Referenced in 4 articles [sw04691]
  • Fortran subroutines to compute improved incomplete Cholesky factorizations An efficient and reliable code to compute ... incomplete Cholesky factors of sparse matrices for use as preconditioners in a conjugate gradient algorithm ... efficient implementation of the standard incomplete Cholesky factorization is also included...
  • QPBOX

  • Referenced in 6 articles [sw04799]
  • iteration, and up- and downdating of Cholesky factorization. Results of extensive testing and comparison with...