Introduction

Purpose

Given a symmetric matrix $\bmA$, this package ** computes a symmetric, positive-definite approximation $\bmL \bmL^T$ using an incomplete Cholesky factorization**; the resulting matrix $\bmL$ is lower triangular. Subsequently, the solution $\bmx$ to the either of the linear systems $\bmL \bmx = \bmb$ and $\bmL^T \bmx = \bmb$ may be found for a given vector $\bmb$.

Authors

C.-J, Lin and J. J. Moré, Argonne National Laboratory,

C interface, additionally N. I. M. Gould and J. Fowkes, STFC-Rutherford Appleton Laboratory.

Julia interface, additionally A. Montoison and D. Orban, Polytechnique Montréal.

Originally released

May 1998, C interface December 2022.