Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem (Q2784358)
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English | Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem |
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Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem (English)
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23 April 2002
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symmetric definite generalized eigenvalue problem
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Cholesky method
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Cholesky factorization
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complete pivoting
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Jacobi method
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backward error analysis
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rounding error analysis
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iterative refinement
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Newton's method
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LAPACK
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MATLAB
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numerical experiments
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numerical stability
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