Algorithm 695

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Algorithm 695: software for a new modified Cholesky factorization

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 17 , Issue 3 (September 1991) table of contents

Pages: 306 - 312

Year of Publication: 1991

ISSN:0098-3500

Authors

Elizabeth Eskow	Univ. of Colorado, Boulder
Robert B. Schnabel	Univ. of Colorado, Boulder

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 1, Downloads (12 Months): 42, Citation Count: 2

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appendices and supplements references cited by index terms collaborative colleagues peer to peer

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APPENDICES and SUPPLEMENTS

695.gz (7 KB)

modified cholesky factorization
Gams: d2b1a, d2b1

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	J. E. Dennis, Jr. , Robert B. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16), Soc for Industrial & Applied Math, 1996
	2	GmL, P. E., AND MURRAY, W Newton-type methods for unconstrained and linearly constrained optimization. Math. Program. 7, 3 (Dec 1974), 311-350
	3	GmL, P. E., MURRAY, W., AND WmGHT, M. H. Practical Optimization. Academic Press, London, 1981.
	4	GOULD, N. Private communication, 1989.
	5	SCHNABEL, R B., AND ESKOW, E.A. New modified Cholesky factorization. Univ. of Colorado Dept. of Computer Science Tech. Rep. CU-CS-415-88. To appear in SIAM J. Sci. Stat. Comput.

CITED BY 2

	Iain S. Duff, MA57---a code for the solution of sparse symmetric definite and indefinite systems, ACM Transactions on Mathematical Software (TOMS), v.30 n.2, p.118-144, June 2004
	Rudolph S. Parrish , Horace J. Spencer, III , Ping Xu, Distribution modeling and simulation of gene expression data, Computational Statistics & Data Analysis, v.53 n.5, p.1650-1660, March, 2009