On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms

DOI10.1137/S0895479891221563zbMath0819.65016arXiv1004.5510WikidataQ55894274 ScholiaQ55894274MaRDI QIDQ4325677

Richard P. Brent, D. R. Sweet, Adam W. Bojanczyk, Frank R. de Hoog

Publication date: 5 September 1995

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

Full work available at URL: https://arxiv.org/abs/1004.5510

zbMATH Keywords

numerical experimentsLevinson algorithmToeplitz matrixnumerical stabilitysymmetric positive definite matricesCholesky decompositionfactorization algorithmsBareiss algorithmdisplacement rank 2elementary downdating steps

Mathematics Subject Classification ID

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

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