Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem (Q2784358)

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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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