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Estimating a Cholesky decomposition

✍ Scribed by Ingram Olkin


Book ID
103261892
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
183 KB
Volume
67
Category
Article
ISSN
0024-3795

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Linear-scaling Cholesky decomposition
✍ Sabine Schweizer; JΓΆrg Kussmann; Bernd Doser; Christian Ochsenfeld πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 130 KB

## Abstract We present linear‐scaling routines for the calculation of the Cholesky decomposition of a symmetric positive‐definite matrix and its inverse. As an example, we consider the inversion of the overlap matrix of DNA and amylose fragments as well as of linear alkanes, where the largest syste