A Cholesky Up- and Downdating Algorithm for Systolic and SIMD Architectures

DOI10.1137/0914042MaRDI QIDQ4695052zbMATH OpenOpenAlexFDO

Authors Christian H. Bischof, Ching-Tsuan Pan, Ping Tak Peter Tang

Publication date 9 January 1994

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

Full work available at URL https://doi.org/10.1137/0914042

zbMATH Keywords

Cholesky factorizationrank-one modificationsSIMD machinessymmetric positive definite matrixup- and downdating algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10)

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