Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization
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Publication:629427
DOI10.1016/j.cam.2010.09.003zbMath1213.65050OpenAlexW1987236893MaRDI QIDQ629427
Publication date: 9 March 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2010.09.003
numerical experimentsrandom matricesCholesky factorizationnumerical stabilitysymmetric positive definite matrixblock downdatinghyperbolic modified Gram-Schmidt method
Positive matrices and their generalizations; cones of matrices (15B48) Random matrices (algebraic aspects) (15B52) Direct numerical methods for linear systems and matrix inversion (65F05)
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Cites Work
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- Accurate downdating of a modified Gram-Schmidt QR decomposition
- Improved Gram-Schmidt type downdating methods
- Stabilized hyperbolic Householder transformations
- Hyperbolic Householder Transforms
- Stability Analysis of a Householder-Based Algorithm for Downdating the Cholesky Factorization
- Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
- Accurate Downdating of Least Squares Solutions
- Block Downdating of Least Squares Solutions
- A Note on Downdating the Cholesky Factorization