 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., \( A = LL^T \)).