Perturbation and error analyses for block downdating of a Cholesky decomposition
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Publication:1914866
DOI10.1007/BF01731982zbMath0848.65015OpenAlexW2068516102MaRDI QIDQ1914866
Publication date: 27 October 1996
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01731982
algorithmserror analysiscondition numberCholesky decompositionill-conditionedblock downdatinghyperbolic transformationscorrected seminormal equations
Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)
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