Some comments on the generalized Cholesky algorithm (Q1802589)
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| Language | Label | Description | Also known as |
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| English | Some comments on the generalized Cholesky algorithm |
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Some comments on the generalized Cholesky algorithm (English)
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6 September 1993
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\textit{L. V. Maslovskaja} [U.S.S.R. Comput. Math. Math. Phys. 29, No. 1, 46-52 (1989; Zbl 0702.65028)] recently proposed a modification of the Cholesky algorithm which may be applied to more matrices then the original algorithm. The author extends further the applicability of the generalized algorithm and describes a class of matrices for which the decomposition is stable.
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numerical stability
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Cholesky algorithm
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