Dan Simpson • 3/30/2022

Sparse Matrices 2: An invitation to a sparse Cholesky factorisation

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This technical article delves into the Cholesky factorization for symmetric positive definite matrices, providing a step-by-step derivation of the algorithm. It then focuses on adapting this algorithm for sparse matrices, covering topics like sparse storage formats, symbolic factorization to determine non-zero patterns, and the computational challenges involved. The article is part of a series on sparse matrix computations.

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#matrix factorization #algorithms #sparse matrices
Sparse Matrices 2: An invitation to a sparse Cholesky factorisation

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