mloss.org Incomplete Cholesky Decomposition for Dense Matriceshttp://mloss.orgUpdates and additions to Incomplete Cholesky Decomposition for Dense MatricesenSat, 10 Nov 2007 22:23:52 -0000Incomplete Cholesky Decomposition for Dense Matrices 1.0http://mloss.org/software/view/6/<html><p>The incomplete Cholesky decomposition for a dense symmetric positive definite matrix A is a simple way of approximating A by a matrix of low rank (you can choose the rank). It has been used frequently in machine learning (Fine, Scheinberg; Bach, Jordan). Here is an efficient implementation. </p> <p>Supported kernels in the moment are RBF (Gaussian) and squared-exponential, I might add some more if I need them. Please consider sending me extensions to new kernels you wrote yourself. </p></html>Matthias SeegerSat, 10 Nov 2007 22:23:52 -0000http://mloss.org/software/rss/comments/6http://mloss.org/software/view/6/