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A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
Cheng, Sheung Hun, Higham, Nicholas J.Volume:
19
Language:
english
Journal:
SIAM Journal on Matrix Analysis and Applications
DOI:
10.1137/s0895479896302898
Date:
October, 1998
File:
PDF, 358 KB
english, 1998