Abstract
We propose an incomplete Cholesky factorization for the solution of large positive definite systems of equations and for the solution of large-scale trust region sub problems. The factorization proposed essentially reduces the negative processes of irregular distribution and accumulation of errors in factor matrix and provides the optimal rate of memory filling with the greatest modulo elements. Test results show reducing the number of conjugate gradient iterations even in case of small range of memory usage for Cholesky factor matrix.
Cite
CITATION STYLE
Saukh, S. (2004). Incomplete Cholesky factorization in fixed memory. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 3019, pp. 1042–1051). Springer Verlag. https://doi.org/10.1007/978-3-540-24669-5_135
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