|November 2, 2010, 09:56||
Incomplete LU decomposition for positive defined matrices
Join Date: Aug 2009
Posts: 4Rep Power: 9
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.
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