
QL
 Referenced in 14 articles
[sw12450]
 Goldfarb and Idnani. An available Cholesky decomposition of the objective function matrix can be provided...

Newmat
 Referenced in 4 articles
[sw05368]
 transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR triangularisation, singular value decomposition, eigenvalues...

bigGP
 Referenced in 4 articles
[sw23850]
 calculations with distributed covariance matrices, including Cholesky decomposition, back/forwardsolve, crossproduct, and matrix multiplication...

MTS
 Referenced in 3 articles
[sw15485]
 multivariate exponentially weighted movingaverage volatility, Cholesky decomposition volatility models, dynamic conditional correlation (DCC) models...

jmcm
 Referenced in 1 article
[sw23057]
 correlation matrices. It is evident that Choleskytype decomposition based methods are effective in dealing ... paper, we first introduce recently developed Cholesky decomposition based methods for joint modeling of mean ... covariance structures, namely modified Cholesky decomposition (MCD), alternative Cholesky decomposition (ACD) and hyperspherical parameterization...

EnKFMC
 Referenced in 1 article
[sw15209]
 Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation. This paper ... Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation ... results reveal that the use of modified Cholesky for inverse covariance matrix estimation can reduce...

Pfaffian
 Referenced in 4 articles
[sw10808]
 kind of LU (similar to Cholesky’s factorization) decomposition (under congruence) of arbitrary skewsymmetric...

AlgoPy
 Referenced in 6 articles
[sw16107]
 matrix inverse and the Cholesky, QR, and symmetric eigenvalue decomposition are implemented in AlgoPy...

sphopt
 Referenced in 1 article
[sw19653]
 least as well as the scalapack Cholesky decomposition routine which it uses...

IEL
 Referenced in 1 article
[sw13814]
 core parallel Cholesky decomposition solver. The coupling and interplay of the direct radiosity solver using...

TAUCS
 Referenced in 29 articles
[sw04014]
 Factorization. Solves huge systems by storing the Cholesky factors in files. Can work with factors ... MultilevelSupportGraph Preconditioners. Similar to domaindecomposition preconditioners. Includes the GrembanMiller preconditioners. Utility...

FACTORIZE
 Referenced in 2 articles
[sw10039]
 factorization method (LU, Cholesky, LDL T , QR, or a complete orthogonal decomposition for rankdeficient...

Algorithm 977
 Referenced in 2 articles
[sw25562]
 software for computing the singular value decomposition (SVD) of real or complex matrices is proposed ... Jacobi SVD. Further, when combined with pivoted Cholesky factorization, xGESVDQ provides numerically accurate and fast ... eigenvalue problem. For instance, using accurately computed Cholesky factor, xPSEVC computes all eigenvalues ... xGESVDQ can be used for accurate spectral decomposition of general (indefinite) Hermitian matrices...

AMD
 Referenced in 49 articles
[sw00039]
 Algorithm 837: AMD is a set of routines...

ANSYS
 Referenced in 576 articles
[sw00044]
 ANSYS offers a comprehensive software suite that spans...

ATLAS
 Referenced in 192 articles
[sw00056]
 This paper describes the Automatically Tuned Linear Algebra...

BiCG
 Referenced in 34 articles
[sw00076]
 BiCG: An effective solver for three fields...

BoomerAMG
 Referenced in 125 articles
[sw00086]
 BoomerAMG: A parallel algebraic multigrid solver and preconditioner...

COLAMD
 Referenced in 26 articles
[sw00145]
 Two codes are discussed, COLAMD and SYMAMD, that...