Talk:Incomplete Cholesky factorization
Latest comment: 11 months ago by Pia novice in topic Non-existence of the ICF for non-diagonally-dominant matrices should be stated
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Problem with pseudocode
editI think the psuedocode is for a full Cholesky factorization.
Non-existence of the ICF for non-diagonally-dominant matrices should be stated
editThe article misses to state that the incomplete Cholesky factorization does not necessarily exist even when the (symmetric positive definite) matrix has a full Cholesky factorization. This is a of practical relevance for problems where the matrix is not diagonally dominant, for example for linear systems arising from implicit differential equation solvers when the time step is large. It would also be useful to propose how a modified Cholesky preconditioner can be obtained in such cases. Pia novice (talk) 10:49, 18 December 2023 (UTC)