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A note on rounding-error analysis of Cholesky factorization

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Publication:1822196
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DOI10.1016/0024-3795(87)90121-2zbMath0617.65014OpenAlexW2014789697MaRDI QIDQ1822196

Andrzej Kiełbasiński

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90121-2


zbMATH Keywords

error analysisCholesky factorization


Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05)


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Error analysis of an algorithm for equality-constrained quadratic programming problems ⋮ Exactly Solving Sparse Rational Linear Systems via Roundoff-Error-Free Cholesky Factorizations ⋮ Complex portfolio selection via convex mixed‐integer quadratic programming: a survey ⋮ Rounding-error and perturbation bounds for the Cholesky and \(LDL^ T\) factorizations ⋮ The factorability of symmetric matrices and some implications for statistical linear models



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