Author:
Scott Jennifer,Tůma Miroslav
Abstract
AbstractHaving considered the symbolic phase of a sparse Cholesky solver in the previous chapter, the focus of this chapter is the subsequent numerical factorization phase. If A is a symmetric positive definite (SPD) matrix, then it is factorizable (strongly regular) and (in exact arithmetic) its Cholesky factorization A = LLT exists. LDLT factorizations of general symmetric indefinite matrices are considered in Chapter 7.
Publisher
Springer International Publishing
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