Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem

DOI10.1137/S0895479800373498zbMath1002.65044WikidataQ56998839 ScholiaQ56998839MaRDI QIDQ2784358

Nicholas J. Higham, Françoise Tisseur, Philip I. Davies

Publication date: 23 April 2002

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Newton's method; numerical experiments; Cholesky factorization; MATLAB; numerical stability; Jacobi method; complete pivoting; backward error analysis; rounding error analysis; iterative refinement; Cholesky method; LAPACK; symmetric definite generalized eigenvalue problem

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

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Uses Software

• LAPACK
• Matlab
• SICEDR
• mctoolbox