Source: wikibot/incomplete-cholesky-factorization
= Incomplete Cholesky factorization
{wiki=Incomplete_Cholesky_factorization}
Incomplete Cholesky factorization is a numerical method used to approximate the Cholesky decomposition of a symmetric positive definite matrix. The traditional Cholesky factorization decomposes a matrix \\( A \\) into the product of a lower triangular matrix \\( L \\) and its transpose \\( L^T \\) (i.e., \\( A = LL^T \\)).