• 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 moving-average volatility, Cholesky decomposition volatility models, dynamic conditional correlation (DCC) models...
  • jmcm

  • Referenced in 1 article [sw23057]
  • correlation matrices. It is evident that Cholesky-type 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...
  • EnKF-MC

  • 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 skew-symmetric...
  • 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 ... Multilevel-Support-Graph Preconditioners. Similar to domain-decomposition preconditioners. Includes the Gremban-Miller preconditioners. Utility...
  • FACTORIZE

  • Referenced in 2 articles [sw10039]
  • factorization method (LU, Cholesky, LDL T , QR, or a complete orthogonal decomposition for rank-deficient...
  • 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...
  • Bi-CG

  • Referenced in 34 articles [sw00076]
  • Bi-CG: 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...