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Updated: Jul 10, 2026

Using Cholesky Decomposition to Explore Individual Differences in Longitudinal Relations between Reading Skills
Published on: September 17, 2019
Linear-scaling Cholesky decomposition
Sabine Schweizer1, Jörg Kussmann, Bernd Doser
1Institut für Physikalische und Theoretische Chemie, Universität Tübingen, Auf der Morgenstelle 8, D-72076 Tübingen, Germany.
Abstract:
We present linear-scaling routines for the calculation of the Cholesky decomposition of a symmetric positive-definite matrix and its inverse. As an example, we consider the inversion of the overlap matrix of DNA and amylose fragments as well as of linear alkanes, where the largest system corresponds to a 21,442 x 21,442 matrix. The efficiency and the scaling behavior are discussed and compared to standard LAPACK routines. Our Cholesky routines are publicly available on the web.
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