Accurate Matrix Factorization: Inverse LU and Inverse QR Factorizations

DOI10.1137/090754376zbMath1215.65051OpenAlexW1964101077WikidataQ114074372 ScholiaQ114074372MaRDI QIDQ3079755

Takeshi Ogita

Publication date: 2 March 2011

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

Full work available at URL: https://doi.org/10.1137/090754376

zbMATH Keywords

algorithmslinear systemsnumerical examplesfloating-point arithmeticaccurate algorithmaccurate dot productinverse QR factorizationill-conditioned dense real matricesInverse LU factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Ill-posedness and regularization problems in numerical linear algebra (65F22) Direct numerical methods for linear systems and matrix inversion (65F05) Algorithms with automatic result verification (65G20)

Related Items (4)

A New Analysis of Iterative Refinement and Its Application to Accurate Solution of Ill-Conditioned Sparse Linear Systems ⋮ Five-Precision GMRES-Based Iterative Refinement ⋮ Convergence analysis of an algorithm for accurate inverse Cholesky factorization ⋮ A fast and efficient algorithm for solving ill-conditioned linear systems

Uses Software

• Matlab
• INTLAB
• mctoolbox

This page was built for publication: Accurate Matrix Factorization: Inverse LU and Inverse QR Factorizations