• GPvecchia

  • Referenced in 17 articles [sw41328]
  • fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer...
  • QL

  • Referenced in 16 articles [sw12450]
  • Goldfarb and Idnani. An available Cholesky decomposition of the objective function matrix can be provided...
  • MTS

  • Referenced in 7 articles [sw15485]
  • multivariate exponentially weighted moving-average volatility, Cholesky decomposition volatility models, dynamic conditional correlation (DCC) models...
  • jmcm

  • Referenced in 3 articles [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...
  • CHFACT

  • Referenced in 5 articles [sw30976]
  • implementation of the Cholesky decomposition of George and Liu (1981). It has been used...
  • EnKF-MC

  • Referenced in 3 articles [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...
  • 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...
  • AlgoPy

  • Referenced in 10 articles [sw16107]
  • matrix inverse and the Cholesky, QR, and symmetric eigenvalue decomposition are implemented in AlgoPy...
  • Pfaffian

  • Referenced in 6 articles [sw10808]
  • kind of LU (similar to Cholesky’s factorization) decomposition (under congruence) of arbitrary skew-symmetric...
  • IEL

  • Referenced in 2 articles [sw13814]
  • core parallel Cholesky decomposition solver. The coupling and interplay of the direct radiosity solver using...
  • sphopt

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

  • Referenced in 4 articles [sw10039]
  • factorization method (LU, Cholesky, LDL T , QR, or a complete orthogonal decomposition for rank-deficient...
  • TAUCS

  • Referenced in 32 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...
  • MatClass

  • Referenced in 1 article [sw36128]
  • based on the key matrix decompositions e.g. LU, Cholesky, Householder...
  • Algorithm 977

  • Referenced in 3 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...
  • wbacon

  • Referenced in 1 article [sw38776]
  • importantly an up-/downdating scheme for the Cholesky and QR factorizations. The computational costs ... less than re-computing the entire decomposition repeatedly...
  • AMD

  • Referenced in 60 articles [sw00039]
  • Algorithm 837: AMD is a set of routines...
  • ANSYS

  • Referenced in 704 articles [sw00044]
  • ANSYS offers a comprehensive software suite that spans...