• 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...
  • symamd

  • Referenced in 6 articles [sw08565]
  • tends to have a sparser Cholesky factor than S. To find the ordering...
  • QPBOX

  • Referenced in 6 articles [sw04799]
  • iteration, and up- and downdating of Cholesky factorization. Results of extensive testing and comparison with...
  • Algorithm 865

  • Referenced in 2 articles [sw20200]
  • Algorithm 865: Fortran 95 subroutines for Cholesky factorization in block hybrid format. We present subroutines ... Cholesky factorization of a positive-definite symmetric matrix and for solving corresponding sets of linear ... subroutine that is used for the Cholesky factorization of the diagonal blocks since...
  • Algorithm 977

  • Referenced in 2 articles [sw25562]
  • matrix computations, the combination of the QR factorization and an SVD computation routine ... Further, when combined with pivoted Cholesky factorization, xGESVDQ provides numerically accurate and fast solvers (designated ... problem. For instance, using accurately computed Cholesky factor, xPSEVC computes all eigenvalues...
  • Pfaffian

  • Referenced in 4 articles [sw10808]
  • kind of LU (similar to Cholesky’s factorization) decomposition (under congruence) of arbitrary skew-symmetric...
  • KKTDirect

  • Referenced in 1 article [sw04032]
  • factorization, giving rise to a ”signed Choleskyfactorization. A modified minimum-degree-like algorithm which ... possible. For example, a highly efficient Cholesky factorization routine, based on separate symbolic and numerical...
  • DPOTF3

  • Referenced in 1 article [sw10056]
  • Level-3 Cholesky factorization routines improve performance of many Cholesky algorithms. Four routines called DPOTF3i ... Blocked Packed Format) Cholesky factorization and LAPACK routine DPOTRF. Performance of routines DPOTF3i are still...
  • PoLAPACK

  • Referenced in 1 article [sw01596]
  • with algorithmic blocking LU, QR, and Cholesky factorizations are the most widely used methods ... vector and parallel computers. Most of these factorization routines are implemented with block-partitioned algorithms ... present parallel LU, QR, and Cholesky factorization routines with an `algorithmic blocking’ on two-dimensional...
  • CholQR

  • Referenced in 3 articles [sw13049]
  • Mixed-precision Cholesky QR factorization and its case studies on multicore CPU with multiple gpus ... columns of a dense matrix, the Cholesky QR (CholQR) requires only one global reduction between...
  • symPACK

  • Referenced in 1 article [sw16317]
  • Asynchronous Task-based Fan-Both Sparse Cholesky Solver. Systems of linear equations arise ... zero. Direct methods based on matrix factorizations are sometimes needed to ensure accurate solutions ... storage cost required for factorization. When the factorization is performed on large-scale distributed memory ... dynamic scheduling in implementing sparse Cholesky factorization (symPACK) on large-scale distributed memory platforms...
  • HSL_MI30

  • Referenced in 1 article [sw28020]
  • indefinite saddle-point system: signed incomplete Cholesky factorization...
  • jmcm

  • Referenced in 1 article [sw23057]
  • decomposition (ACD) and hyperspherical parameterization of Cholesky factor (HPC). We then introduce our newly developed...
  • IP-PCG

  • Referenced in 3 articles [sw04830]
  • preconditioner is factorized in a Cholesky like form by means of the BLKFCLT routine...
  • FACTORIZE

  • Referenced in 2 articles [sw10039]
  • selection of the best factorization method (LU, Cholesky, LDL T , QR, or a complete orthogonal ... does the right thing by factorizing A and solving the corresponding triangular systems...
  • DRIC

  • Referenced in 22 articles [sw12610]
  • given with the dynamic modified incomplete factorization methods of O. Axelsson and V. A. Barker ... with the relaxed incomplete Cholesky (RIC) method of O. Axelsson and G. Lindskog [Numer. Math...
  • Cholesky solver

  • Referenced in 1 article [sw08744]
  • Cholesky out-of-core factorization. Frequently, the computational core in general engineering simulation software ... direct sparse linear solvers such as Cholesky, LDL T , or LU are perfect black boxes ... core implementation for the Cholesky solver in order to overcome the memory problem ... problem matrix A and the factor L whose complete data are stored in temporary disk...
  • CholeskyQR2

  • Referenced in 3 articles [sw14461]
  • algorithm for computing a tall-skinny QR factorization, and TSQR is known to be much ... classical Householder QR algorithm. The Cholesky QR algorithm is another very simple and fast communication ... that an algorithm that simply repeats Cholesky QR twice, which we call CholeskyQR2, gives excellent ... whereas that of TSQR is a QR factorization, whose high-performance implementation is more difficult...
  • IEL

  • Referenced in 1 article [sw13814]
  • equations, which is factorized by an out-of-core parallel Cholesky decomposition solver. The coupling...