Stability Analysis of a Householder-Based Algorithm for Downdating the Cholesky Factorization

DOI10.1137/0912067zbMath0737.65013OpenAlexW2090810312MaRDI QIDQ3982103

Allan O. Steinhardt, Adam W. Bojanczyk

Publication date: 26 June 1992

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0912067

zbMATH Keywords

algorithmsnumerical testsCholesky factorizationnumerical stabilityGivens rotationsHouseholder transformationsrounding error analysisdowndating

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

Stability analysis of a general Toeplitz system solver, Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization, A generalized unitary Hessenberg matrix, Block RLS using row Householder reflections, Unifying unitary and hyperbolic transformations