Matrix ComputationsRevised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified GramSchmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem. 
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The best reference for numerical linear algebra. I use it everyday.
有关Incomplete Cholesky Decomposition在87页
Contents
Matrix Multiplication Problems  1 
Matrix Analysis  48 
General Linear Systems  87 
Special Linear Systems  133 
Orthogonalization and Least Squares  206 
Parallel Matrix Computations  275 
The Unsymmetric Eigenvalue Problem  308 
The Symmetric Eigenvalue Problem  391 
Lanczos Methods  470 
Iterative Methods for Linear Systems  508 
Functions of Matrices  555 
Special Topics  579 
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