A Necessary and Sufficient Symbolic Condition for the Existence of Incomplete Cholesky Factorization Xiaoge Wang and Randall Bramley Department of Computer Science Indiana University - Bloomington

نویسنده

  • KYLE A. GALLIVAN
چکیده

This paper presents a su cient condition on sparsity patterns for the existence of the incomplete Cholesky factorization. Given the sparsity pattern P (A) of a matrix A, and a target sparsity pattern P satisfying the condition, incomplete Cholesky factorization successfully completes for all symmetric positive de nite matrices with the same pattern P (A). It is also shown that this condition is necessary in the sense that for a given P (A) and target pattern P , if P does not satisfy the condition then there is at least one symmetric positive de nite matrix B whose Cholesky factor has the same sparsity pattern as the Cholesky factor of A, for which incomplete Cholesky factorization fails because of a nonpositive pivot.

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تاریخ انتشار 1995