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SIAMMAX
2010
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SIAMMAX 2010
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Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
13 years 3 months ago
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www.math.purdue.edu
Abstract. Given a symmetric positive definite matrix A, we compute a structured approximate Cholesky factorization A RT R up to any desired accuracy, where R is an upper triangula...
Jianlin Xia, Ming Gu
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