Convergence analysis of accurate inverse Cholesky factorization

DOI10.14495/jsiaml.5.25zbMath1432.65048OpenAlexW2045807044MaRDI QIDQ3121193

Yuka Yanagisawa, Takeshi Ogita

Publication date: 15 March 2019

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14495/jsiaml.5.25

zbMATH Keywords

convergence analysiscondition numberCholesky factorizationill-conditioned matrixaccurate numerical algorithm

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Preconditioners for iterative methods (65F08)

Related Items (1)

Convergence analysis of an algorithm for accurate inverse Cholesky factorization

Uses Software

• mctoolbox

Cites Work

• Inversion of extremely ill-conditioned matrices in floating-point
• Verification of positive definiteness
• Accurate Floating-Point Summation Part II: Sign, K-Fold Faithful and Rounding to Nearest
• Accuracy and Stability of Numerical Algorithms
• Accurate Floating-Point Summation Part I: Faithful Rounding
• Accurate Sum and Dot Product

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