Symmetric-triangular decomposition and its applications. I: Theorems and algorithms
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.
scientific article; zbMATH DE number 1876913