A New Modified Cholesky Factorization (Q3203913)

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A New Modified Cholesky Factorization
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    title
    A New Modified Cholesky Factorization (English)
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    DOI
    10.1137/0911064
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    author
    Robert B. Schnabel
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    Elizabeth Eskow
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    publication date
    1990
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    zbMATH DE Number
    4180649
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    zbMATH Keywords
    positive definite matrices
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    Cholesky factorization
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    Gershgorin bounds
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    perturbation matrix
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    numerical tests
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