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This paper presents an overview of the multifrontal method for the solution of large sparse symmetric positive definite linear systems. The method is formulated in terms of frontal matrices, update ...
Tony Cai, Weidong Liu, Xi Luo, A Constrained ℓ₁ Minimization Approach to Sparse Precision Matrix Estimation, Journal of the American Statistical Association, Vol. 106, No. 494 (June 2011), pp. 594-607 ...