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Computing \(A^ T A-B^ T B=L^ T DL\) using generalized hyperbolic transformations - MaRDI portal

Computing \(A^ T A-B^ T B=L^ T DL\) using generalized hyperbolic transformations (Q1318226)

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scientific article; zbMATH DE number 540066
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Computing \(A^ T A-B^ T B=L^ T DL\) using generalized hyperbolic transformations
scientific article; zbMATH DE number 540066

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    Computing \(A^ T A-B^ T B=L^ T DL\) using generalized hyperbolic transformations (English)
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    9 October 1994
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    This paper describes generalized hyperbolic Householder and Givens transformations based on hyperbolic imaginary numbers for the computation of the \(L^ T DL\) factorization of the matrix \(Y = A^ T A - B^ T B\). The algorithms for extending the Householder and Givens transformations to hyperbolic complex numbers are given. \(L^ T DL\) decompositions using hyperbolic and generalized hyperbolic transformations are implemented and compared with the LINPACK subroutine SSIFA and SSISL in computing the inverse of a matrix. The relative errors of several computed inverses are calculated in the Frobenius norm.
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    matrix inversion
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    hyperbolic Householder transformation
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    hyperbolic Givens transformation
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    matrix factorization
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    comparison of methods
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    hyperbolic complex numbers
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