Incomplete Cholesky Factorization is a numerical technique used to approximate the Cholesky decomposition of a symmetric positive definite matrix, where the resulting factorization is not necessarily exact. This method is particularly useful for simplifying large systems of equations, often leading to faster convergence in iterative methods. By reducing the matrix size and complexity, it helps in optimizing the performance of algorithms like conjugate gradient methods and enhances numerical optimization techniques.
congrats on reading the definition of Incomplete Cholesky Factorization. now let's actually learn it.