A Note on Downdating the Cholesky Factorization

DOI10.1137/0908031zbMath0617.65013OpenAlexW2019433012MaRDI QIDQ4727270

Richard P. Brent, Paul Van Dooren, Frank R. de Hoog, Adam W. Bojanczyk

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://openscholarship.wustl.edu/cgi/viewcontent.cgi?article=1808&context=cse_research

zbMATH Keywords

stabilitycomputational complexityparallel computationCholesky factorizationupdatingpositive definite matrixbackward error analysisforward error analysisorthogonal transformationdowndatingmixed stabilityrank-one correctionhyperbolic transformationsigma-unitary transformation

Mathematics Subject Classification ID

Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05) Theory of operating systems (68N25)

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