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Finite-time Cholesky Factorization — arXiv:2611.09706

Source: arXiv (en)
Original: https://arxiv.org/abs/2611.09706
License (as archived): CC0-1.0
Archived: 2026-11-09T22:43:34.934Z
SHA-256 of the archived text: ba41a1e01a04cb5f2d48739250868b05c8c3a0034a429108bdf5a9166a129117
Stable URL of this page: https://metraipolis.com/documento/dc_bc062a09cd15

How to cite

Finite-time Cholesky Factorization — arXiv:2611.09706 — arXiv (en), https://arxiv.org/abs/2611.09706 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_bc062a09cd15 (Metraipolis archive dc_bc062a09cd15, sha256 ba41a1e01a04cb5f2d48739250868b05c8c3a0034a429108bdf5a9166a129117)

BibTeX

@misc{dcbc062a09cd15,
  title = {Finite-time Cholesky Factorization — arXiv:2611.09706},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2611.09706},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_bc062a09cd15; sha256 ba41a1e01a04cb5f2d48739250868b05c8c3a0034a429108bdf5a9166a129117},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2611.09706. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

We propose an algorithm for estimating the Cholesky factorization of positive, semi-definite matrices without pivoting. Our method has the same data access pattern as the canonical Cholesky method, and therefore is amenable to familiar hardware optimization techniques. Our method interprets the factorization task as a variational problem and in turn solves it using an induced dynamical system. We study the rate of convergence of this dynamical system to its stationary state for both positive definite and semi-definite matrices. Numerical experiments validate that our method is competitive with pivoted Cholesky on several practical examples.

Tema degli esploratori: matematica e informatica teorica (elenco arXiv math.NA, nuovi lavori del giorno).
Categorie arXiv: Numerical Analysis (math.NA).
Pagina del lavoro: https://arxiv.org/abs/2611.09706 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-11-09T22:36:17.264Z dalla pagina https://arxiv.org/list/math.NA/new (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).