Detection of near-singularity in Cholesky and \(LDL^ T\) factorizations

DOI10.1016/0377-0427(87)90199-3zbMath0627.65040OpenAlexW1995223017WikidataQ114214729 ScholiaQ114214729MaRDI QIDQ1092611

Per Christian Hansen

Publication date: 1987

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(87)90199-3

zbMATH Keywords

Cholesky factorizationsparse matrixsmallest eigenvalueinverse iterationfactorizations without pivotingnearly singular matrix

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (2)

The 2-norm of random matrices ⋮ Implementing cholesky factorization for interior point methods of linear programming

Uses Software

• LINPACK

Cites Work

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• Rank and null space calculations using matrix decomposition without column interchanges
• Symmetric decomposition of a positive definite matrix
• Refined Error Analyses of Cholesky Factorization
• New factorization codes for sparse, symmetric and positive definite matrices
• An Estimate for the Condition Number of a Matrix
• Low‐rank revealing QR factorizations

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