Cholesky factorization of semidefinite Toeplitz matrices (Q677932): Difference between revisions
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| Property / cites work: On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms / rank | |||
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Latest revision as of 12:07, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cholesky factorization of semidefinite Toeplitz matrices |
scientific article |
Statements
Cholesky factorization of semidefinite Toeplitz matrices (English)
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16 September 1997
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The author carries out an analysis of the Cholesky factorization of semidefinite Toeplitz matrices. Bounds on the backward error are defined, although those bounds look very bad unless the rank of the matrix is low. Examples for which the algorithm fails dramatically are not difficult to construct. The practical stability of the algorithm seems to depend to a significant extent on the size of the matrix in many cases.
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Cholesky factorization
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semidefinite Toeplitz matrices
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algorithm
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stability
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backward error bounds
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