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Hi all,
I would be really thankful if someone can explain to me on how to perform modified incomplete cholesky fatorization with no fill - in (MIC(0)).
I've got the idea that Instead of simply discarding the fill elements, what we need to do is to subtract the fill value from the corresponding diagonal element.
However, I have been following the algorithm provided in the book Matrix Computation (Golub Van loan), and am trying to modify the algorithm from standard incomplete cholesky factorization to the modified version, however, to no avail.
It would be nice if I can get the algorithm(pseudocode) or the layout of steps that I need to do to perform the factorization.
Regards,
Aznul
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