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Re: GSoC: Incomplete Cholesky Factorizations

From: Alexander Barth
Subject: Re: GSoC: Incomplete Cholesky Factorizations
Date: Fri, 11 Oct 2013 16:37:23 +0200
 



If you only have this particular matrix to factorize, you can try out diagonal compensation for now:

%MATLAB and Octave
L = ichol(A,struct('michol','off','diagcomp',0.02));
norm(A - L*L','fro') ./ norm(A,'fro')
ans =  0.046908


Thank you for your reply and your suggestion to try diagonal compensation!

Best regards,
Alex
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