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Re: Regarding GSoC Project on Incomplete LU and Cholesky factorization


From: Kai Torben Ohlhus
Subject: Re: Regarding GSoC Project on Incomplete LU and Cholesky factorization
Date: Tue, 11 Mar 2014 01:03:38 +0100

On Fri, Mar 7, 2014 at 6:49 AM, Rajat Kapoor <address@hidden> wrote:
Dear Mr. Ohlhus,

I am Rajat Kapoor. I am a third year undergraduate student, currently pursuing my B.E. (Hons.) in Electrical and Electronics along with M.Sc. (Hons.) in Mathematics at the BITS-Pilani University.

I was interested on working with Octave on the Inclomplete LU and Cholesky factorization idea. I saw that you worked on this project for the previous GSoC so I wanted to know what kind of difficulties I might face in the project. Also I needed your help in order to from a good project proposal. I would be really grateful if you could guide me on some useful resources where I could find more about these methods.

I, being from a Mathematics background, have used MATLAB, Octave and Mathematica extensively. Though I have never used incomplete cholesky and LU factorization methods, I have worked quite a few time with LU as well as cholesky decomposition.

Hoping for a positive reply.

Best regards,

--
Rajat Kapoor

Dear Rajat Kapoor,

thank you for your interest in GNU/Octave development. My apologies for the late answer. Please try to keep the public mailing list in the recipients (address@hidden), so maybe others can answer your questions too. Regarding your questions:

The incomplete factorizations are used as preconditioners for iterative methods. Their use is limited to cases where only rough approximations with little computing effort are required. Thus usually they aren't taught at university that often. More Information you can find in [1] and [2], if you have access to MATLAB. Additionally you can download the Octave development version [3] and you can give my code from last year a try [4]. If you face any problems. Don't hesitate to ask.


Best,
Kai

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