
LAPACK
 Referenced in 1426 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 370 articles
[sw00830]
 iterative refinement, for LU and Cholesky factorization, matrix inversion, fullrank 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 321 articles
[sw08566]
 good preordering for LU or Cholesky factorization of matrices that come from long, skinny problems...

CHOLMOD
 Referenced in 66 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...

TRON
 Referenced in 96 articles
[sw04714]
 conjugate gradient method with an incomplete Cholesky factorization to generate a direction, and a projected...

LIPSOL
 Referenced in 73 articles
[sw04712]
 from two Fortran packages: a sparse Cholesky factorization package developed by Esmond Ng and Barry...

TAUCS
 Referenced in 28 articles
[sw04014]
 includes the following functionality: Multifrontal Supernodal Cholesky Factorization. This code is quite fast (several times ... relaxed supernodes. LeftLooking Supernodal Cholesky Factorization. Slower than the multifrontal solver but uses less ... memory. DropTolerance IncompleteCholesky Factorization. Much slower than the supernodal solvers when it factors ... Core, LeftLooking 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 25 articles
[sw00145]
 numerical factorization, and (2) sparse Cholesky factorization, which requires a symmetric permutation of both...

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 Mmatrices, 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 outofcore Cholesky factorization is used to introduce the Parallel Outof ... POOCLAPACK, the outofcore 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 15 articles
[sw08990]
 solution. For the scoring solution, the Cholesky factor of the randomeffects variancecovariance matrix...

HSL_MA77
 Referenced in 13 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 ... positivedefinite systems and performs a Cholesky factorization. Special attention is paid...

HSL_MI28
 Referenced in 9 articles
[sw13376]
 efficient and robust limitedmemory incomplete Cholesky factorization code. This article focuses on the design ... robust and efficient generalpurpose incomplete Cholesky factorization package HSL_MI28, which is available within...

LDL
 Referenced in 12 articles
[sw00507]
 Algorithm 849: A concise sparse Cholesky factorization package. The LDL software package...

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

CHOMPACK
 Referenced in 11 articles
[sw04593]
 sparsity patterns. It includes routines for Cholesky factorization and maximum determinant positive definite completion...

HSL_MA87
 Referenced in 10 articles
[sw13037]
 MA87 provides a parallel sparse Cholesky factorization for real symmetric or complex Hermitian systems that...

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...