Math, asked by Shrikantbhise2781, 1 year ago

What is the use of incomplete cholesky factorization?

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Answered by rohit3983

1

Answer:

An incomplete Cholesky factorization is often used as a preconditioner for algorithms like the conjugate gradient method. The Cholesky factorization of a positive definite matrix A is A = LL* where L is a lower triangular matrix. ... This gives an incomplete Cholesky factorization which is as sparse as the matrix A.

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