icc {cPCG}

Incomplete Cholesky Factorization

Description

Incomplete Cholesky factorization method to generate preconditioning matrix for conjugate gradient method.

Usage

icc(A)

Arguments

A

matrix, symmetric and positive definite.

Details

Performs incomplete Cholesky factorization on the input matrix A, the output matrix is used for preconditioning in pcgsolve() if "ICC" is specified as the preconditioner.

Value

Returns a matrix after incomplete Cholesky factorization.

Warning

Users need to check that input matrix A is symmetric and positive definite before applying the function.

See Also

pcgsolve

Examples

## Not run: 
test_A <- matrix(c(4,1,1,3), ncol = 2)
out <- icc(test_A)

## End(Not run)