Dan Simpson • 3/30/2022

Sparse Matrices 2: An invitation to a sparse Cholesky factorisation

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.

0 comments

#matrix factorization #algorithms #sparse matrices