Symmetric-triangular decomposition and its applications. I: Theorems and algorithms
type: Item
instance of: scholarly article
title: Symmetric-triangular decomposition and its applications. I: Theorems and algorithms
zbMATH Open document ID: 1017.65020
DOI: 10.1023/A:1021904604693
author: Gene H. Golub
author: Jinyun Yuan
published in: BIT
publication date: 2003-03-24T00:00:00Z
review text: The authors show that every nonsingular matrix with nonsingular leading principal sub-matrices can be factored as the product of a symmetric positive definite matrix and a triangular matrix. They present two numerical algorithms for such decompositions and make some pertinent remarks on stability and uniqueness of the algorithms. The authors will give some applications of the proposed decomposition in a forthcoming second part of this paper.
Mathematics Subject Classification ID: 65F05
zbMATH DE Number: 1876913
zbMATH Keywords: symmetric and triangular decomposition
zbMATH Keywords: non-symmetric matrix
zbMATH Keywords: matrix factorization
zbMATH Keywords: algorithms
zbMATH Keywords: stability
reviewed by: R. P. Tewarson
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1876913