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We present an efficient implementation of ground and excited state CCSD gradients based on Cholesky-decomposed electron repulsion integrals. Cholesky decomposition, like density-fitting, is an inner projection method, and thus similar…

Chemical Physics · Physics 2022-08-24 Anna Kristina Schnack-Petersen , Henrik Koch , Sonia Coriani , Eirik F. Kjønstad

In this contribution, we present the implementation of a second-order CASSCF algorithm in conjunction with the Cholesky decomposition of the two-electron repulsion integrals. The algorithm, called Norm-Extended Optimization, guarantees…

Chemical Physics · Physics 2021-04-09 Tommaso Nottoli , Jürgen Gauss , Filippo Lipparini

The Cholesky decomposition is a fundamental tool for solving linear systems with symmetric and positive definite matrices which are ubiquitous in linear algebra, optimization, and machine learning. Its numerical stability can be improved by…

Machine Learning · Computer Science 2025-07-29 Filip de Roos , Fabio Muratore

In this paper we present a method for matrix inversion based on Cholesky decomposition with reduced number of operations by avoiding computation of intermediate results; further, we use fixed point simulations to compare the numerical…

Mathematical Software · Computer Science 2013-10-21 Aravindh Krishnamoorthy , Deepak Menon

To treat the electronic structure of large molecules by electron propagator methods we developed a parallel computer program called P-RICD$\Sigma$. The program exploits the sparsity of the two-electron integral matrix by using Cholesky…

Chemical Physics · Physics 2010-01-28 Victor P. Vysotskiy , Lorenz S. Cederbaum

The description of weakly bound electronic states is especially difficult with atomic orbital basis sets. The diffuse atomic basis functions that are necessary to describe the extended electronic state generate significant linear…

Chemical Physics · Physics 2019-12-30 Susi Lehtola

The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…

Machine Learning · Statistics 2021-11-23 Xiaoning Kang , Xinwei Deng

We review strategies for differentiating matrix-based computations, and derive symbolic and algorithmic update rules for differentiating expressions containing the Cholesky decomposition. We recommend new `blocked' algorithms, based on…

Computation · Statistics 2016-02-25 Iain Murray

The computation of magnetizability tensors using gauge-including atomic orbitals is discussed in the context of Cholesky decomposition for the two-electron repulsion integrals with a focus on the involved doubly differentiated integrals.…

Chemical Physics · Physics 2024-11-14 Sophia Burger , Stella Stopkowicz , Jürgen Gauss

A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…

Numerical Analysis · Mathematics 2019-12-12 Joscha Reimer

Algorithms involving Gaussian processes or determinantal point processes typically require computing the determinant of a kernel matrix. Frequently, the latter is computed from the Cholesky decomposition, an algorithm of cubic complexity in…

Computation · Statistics 2021-07-23 Simon Bartels , Wouter Boomsma , Jes Frellsen , Damien Garreau

The Cholesky decomposition plays an important role in finding the inverse of the correlation matrices. As it is a fast and numerically stable for linear system solving, inversion, and factorization compared to singular valued decomposition…

Commutative Algebra · Mathematics 2017-03-20 Vanita Pawar , Krishna Naik Karamtot

A new runtime environment for the execution of recursive matrix algorithms on a supercomputer with distributed memory is proposed. It is designed both for dense and sparse matrices. The environment ensures decentralized control of the…

Symbolic Computation · Computer Science 2023-03-21 Gennadi Malaschonok , Alla Sidko

We develop an accelerated algorithm for computing an approximate eigenvalue decomposition of bistochastic normalized kernel matrices. Our approach constructs a low rank approximation of the original kernel matrix by the pivoted partial…

Numerical Analysis · Mathematics 2025-11-13 Chris Vales , Dimitrios Giannakis

We propose a new algorithm for efficiently solving the damped Fisher matrix in large-scale scenarios where the number of parameters significantly exceeds the number of available samples. This problem is fundamental for natural gradient…

Machine Learning · Computer Science 2023-10-27 Yixiao Chen , Hao Xie , Han Wang

We propose a very simple preprocessing algorithm for semidefinite programming. Our algorithm inspects the constraints of the problem, deletes redundant rows and columns in the constraints, and reduces the size of the variable matrix. It…

Optimization and Control · Mathematics 2016-08-09 Preston Faulk , Gabor Pataki , Quoc Tran-Dinh

Randomly pivoted Cholesky (RPCholesky) is an algorithm for constructing a low-rank approximation of a positive-semidefinite matrix using a small number of columns. This paper develops an accelerated version of RPCholesky that employs block…

Numerical Analysis · Mathematics 2025-04-08 Ethan N. Epperly , Joel A. Tropp , Robert J. Webber

Linear models have found widespread use in statistical investigations. For every linear model there exists a matrix representation for which the ReML (Restricted Maximum Likelihood) can be constructed from the elements of the corresponding…

High Energy Physics - Experiment · Physics 2013-07-31 John R. Smith , Milan Nikolic , Stephen P. Smith

Kernel methods represent some of the most popular machine learning tools for data analysis. Since exact kernel methods can be prohibitively expensive for large problems, reliable low-rank matrix approximations and high-performance…

Numerical Analysis · Mathematics 2018-04-17 Jianwei Xiao , Ming Gu

Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regularization. This paper proposes a new PCD algorithm by tuning…

Numerical Analysis · Mathematics 2019-04-29 Dishi Liu , Hermann G. Matthies
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