2021•Computational and Applied MathematicsRequires access

Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method

Lino Marcos da Silva, Aurélio Ribeiro Leite de Oliveira

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Key concepts: Cholesky decomposition, Incomplete Cholesky factorization, Preconditioner, Conjugate gradient method, Linear system, Incomplete LU factorization, Diagonal, Interior point method

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Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method — Research Paper | ScholarLens