Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method.
Lino M. SilvaAurelio R. L. OliveiraPublished in: Comput. Appl. Math. (2021)
Keyphrases
- linear systems
- interior point methods
- coefficient matrix
- sufficient conditions
- dynamical systems
- linear equations
- preconditioned conjugate gradient method
- primal dual
- singular value decomposition
- low rank
- linear program
- kernel matrix
- convex optimization
- sparse linear systems
- linear programming
- feature vectors
- matrix factorization