Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms

DOI10.1137/130947003zbMath1317.65105OpenAlexW615593894MaRDI QIDQ5256537

Alicja Smoktunowicz, Felicja Okulicka-Dłuzewska, Miroslav Rozložnik

Publication date: 18 June 2015

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

Full work available at URL: https://semanticscholar.org/paper/8cf7779e2c19bceaee2c6a8d9c3dafd5b1c283a2

zbMATH Keywords

conditioningCholesky-like factorizationindefinite bilinear formsGram-Schmidt processrounding error analysissymmetric indefinite matricesorthogonalization techniquesextremal singular values

Mathematics Subject Classification ID

Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

Related Items (3)

A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows ⋮ Topological properties of J-orthogonal matrices ⋮ G-matrices, J-orthogonal matrices, and their sign patterns

Uses Software

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• mctoolbox

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