Incomplete LU decomposition for positive defined matrices
 

Hello 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