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Incomplete LU decomposition for positive defined matricesHello everyone,
I have a "basic" question about the Incomplete LU decomposition for positive defined matrices: Does this decomposition keep the property of the starting matrice? (I meen are the Incomplete L and U matrices positive defined in this case?). I could do a small exemple by hand but I miss an hypothesys to prouve if it works or not for every positive defined matrice. Thx, AB |

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