New perturbation analyses for the Cholesky factorization
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Publication:5687778
DOI10.1093/imanum/16.4.457zbMath0861.65020OpenAlexW2047418515MaRDI QIDQ5687778
Xiao-Wen Chang, G. W. Stewart, Christopher C. Paige
Publication date: 16 December 1996
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/16.4.457
condition numberCholesky factorizationperturbation analysisdirect methodssymmetric positive definite matrix
Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)
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