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In this work we present the implementation of a variational density fitting methodology that uses iterative linear algebra for solving the associated system of linear equations. It is well known that most difficulties with this system arise from the fact that the coefficient matrix is in general ill-conditioned and, due to finite precision round-off errors, it may not be positive definite. The dimensionality, given by the number of auxiliary functions, also poses a challenge in terms of memory and time demand since the coefficient matri
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