ISSN:
1070-5325
Keywords:
Cholesky decomposition
;
singular values
;
eigenvalues
;
null spaces
;
noise spaces
;
URV and ULV factorizations
;
QR algorithm
;
LR algorithm
;
Jacobi methods
;
Engineering
;
Engineering General
Source:
Wiley InterScience Backfile Collection 1832-2000
Topics:
Mathematics
Notes:
The implicit Cholesky algorithm has been developed by several authors during the last 10 years but under different names. We identify the algorithm with a special version of Rutishauser's LR algorithm. Intermediate quantities in the transformation furnish several attractive approximations to the smallest singular value.The paper extols the advantages of using shifts with the algorithm. The nonorthogonal transformations improve accuracy.
Additional Material:
4 Ill.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1002/nla.1680020604
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