Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem

DOI10.1137/S0895479800373498zbMath1002.65044OpenAlexW2032875563WikidataQ56998839 ScholiaQ56998839MaRDI QIDQ2784358

Nicholas J. Higham, Philip I. Davies, Françoise Tisseur

Publication date: 23 April 2002

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479800373498

zbMATH Keywords

Newton's methodnumerical experimentsCholesky factorizationMATLABnumerical stabilityJacobi methodcomplete pivotingbackward error analysisrounding error analysisiterative refinementCholesky methodLAPACKsymmetric definite generalized eigenvalue problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items

Mixed precision algorithms in numerical linear algebra, Iterative refinement for symmetric eigenvalue decomposition, Basis selection in LOBPCG, Hermitian matrix polynomials with real eigenvalues of definite type. I: Classification, Unnamed Item, Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block

Uses Software

• LAPACK
• Matlab
• SICEDR
• mctoolbox