New efficient and robust HSS cholesky factorization of SPD matrices

SIAM Journal on Matrix Analysis and Applications

Volumn 33, Issue 3, 2012, Pages 886-904

  Li, Shengguo ^a   Gu, Ming ^b   Wu, Cinna Julie ^b   Xia, Jianlin ^c  

^a NATIONAL UNIVERSITY OF DEFENSE TECHNOLOGY   (China)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c PURDUE UNIVERSITY   (United States)

Author keywords

Hierarchical semiseparable matrices; Random algorithm; Rank revealing QR; Robust preconditioner; SVD

Indexed keywords

CHOLESKY FACTORIZATION METHOD; CHOLESKY FACTORIZATIONS; DATA LOCALITY; FLOATING POINT OPERATIONS; HIGH PROBABILITY; NUMERICAL RESULTS; ORTHOGONAL TRANSFORMATIONS; PRECONDITIONERS; RANDOM ALGORITHMS; RANDOM SAMPLING; RANK-REVEALING; SCHUR COMPLEMENT; SEMISEPARABLE MATRICES; SYMMETRIC POSITIVE DEFINITE;

FACTORIZATION; ITERATIVE METHODS; NUMERICAL METHODS; SINGULAR VALUE DECOMPOSITION;

MATRIX ALGEBRA;

EID: 84867310616     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/110851110     Document Type: Article

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