ISSN:
1572-9125
Keywords:
65F30
;
65G05
;
15A23
;
G.4
;
G.1.3
;
Downdating Cholesky Factorization
;
LINPACK
;
Rounding Error
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Alinpack downdating algorithm is being modified by interleaving its two different phases, the forward solving a triangular system and the backward sweep of Givens rotations, to yield a new forward method for finding the Cholesky decomposition ofR T R −zz T . By showing that the new algorithm saves forty percent purely redundant operations of the original, better stability properties are expected. In addition, various other downdating algorithms are rederived and analyzed under a uniform framework.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01933218
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