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Minimum degree algorithm

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In the mathematical subfield of numerical analysis the minimum degree algorithm is an algorithm used to optimize a symmetric sparse matrix before applying the Cholesky decomposition.

The algorithm calculates the worst possible fill-in during the Cholesky decomposition and reduces the bandwidth of the matrix.

Algorithm

References

Alan George and Joseph Liu. The evolution of the Minimum Degree Ordering Algorithm, SIAM Review, 31:1-19, 1989.

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