
doi: 10.1137/0209044
A fundamental problem in the computer solution of a sparse, N by N, positive definite system of equations $Ax = b$ is, given the structure of A, to determine the structure of its Cholesky factor L, where $A = LL^T $. This problem arises because it is often desirable to set up a data structure for L before the numerical computation is performed, and in order to do this we must know the positions of the nonzeros of L. We describe a representation$\mathcal {R}_L $ for L which typically requires far fewer data items than the number of nonzeros in L, and an algorithm is then described which generates $\mathcal {R}_L $. The time and space complexity of the algorithm is shown to be $O(|A|,|\mathcal {R}_L |)$, and can never be worse than $O(|L|)$. Here $|\mathcal {R|}_L |$ denotes the number of items in the data structure for L, and $|A|$ (and $|L|$ denote the number of nonzeros in A and L respectively. For a certain class of problems, we show that the execution time of the algorithm is $O(N)$, even though $|L|$ ...
Linear equations (linear algebraic aspects), symbolic factorization, Analysis of algorithms and problem complexity, sparse matrices, Other matrix algorithms, Symbolic computation and algebraic computation, Cholesky factor, Factorization of matrices
Linear equations (linear algebraic aspects), symbolic factorization, Analysis of algorithms and problem complexity, sparse matrices, Other matrix algorithms, Symbolic computation and algebraic computation, Cholesky factor, Factorization of matrices
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