ELI5: Explain Like I'm 5

Incomplete Cholesky factorization

Alright kiddo, let's talk about incomplete cholesky factorization.

Do you know what a matrix is? It's like a big table of numbers that has rows and columns. Sometimes we need to solve problems using matrices, but when the matrix is really big, it can be hard to do.

That's where incomplete cholesky factorization comes in. It's a way to break apart a big matrix into smaller, easier to solve matrices.

But how does it work? Well, first we need to know about the cholesky factorization. This is a way to break a matrix into two smaller matrices, which are each other's transpose (meaning they're like mirror images of each other). We call these matrices L and L^T, and when we multiply them together we get our original matrix.

Now, the problem with cholesky factorization is that it can be really slow if we have a big matrix with a lot of zeros (which we call sparse matrices). That's where incomplete cholesky factorization comes in.

Incomplete cholesky factorization works by only considering the non-zero elements of the matrix when it's breaking it apart. This means that we end up with smaller matrices that are easier to solve because they have fewer elements.

But there's a catch - incomplete cholesky factorization isn't always exact. This means that we might not get the exact answer to our problem, but it will be close enough for most practical purposes.

So, to sum up: incomplete cholesky factorization is a way to break apart a big matrix into smaller matrices that are easier to solve, but it might not give us the exact answer we're looking for.