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A symmetric linear system solver - MaRDI portal

A symmetric linear system solver (Q2518729)

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A symmetric linear system solver
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    A symmetric linear system solver (English)
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    16 January 2009
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    The authors present a matrix factorization of the form \(A=WW^T\), where \(W\) has a special structure, for the numerical solution of symmetric and positive definite linear systems, together with a ``square root'' free version of it.
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    symmetric positive definite linear systems
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    \(WW^T\) factorization
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    backward error analysis
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