Symmetric-triangular decomposition and its applications. I: Theorems and algorithms (Q1860950): Difference between revisions
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Latest revision as of 04:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Symmetric-triangular decomposition and its applications. I: Theorems and algorithms |
scientific article |
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Symmetric-triangular decomposition and its applications. I: Theorems and algorithms (English)
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24 March 2003
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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.
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symmetric and triangular decomposition
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non-symmetric matrix
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matrix factorization
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algorithms
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stability
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