A Note on Downdating the Cholesky Factorization

DOI10.1137/0908031MaRDI QIDQ4727270zbMATH OpenOpenAlexFDO

Authors Richard P. Brent, Paul van Dooren, Adam W. Bojanczyk, F. R. De Hoog

Publication date 1987

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

Full work available at URL https://openscholarship.wustl.edu/cgi/viewcontent.cgi?article=1808&context=cse_research

zbMATH Keywords

computational complexityCholesky factorizationstabilitypositive definite matrixparallel computationorthogonal transformationbackward error analysisupdatingforward error analysisdowndatingmixed stabilityrank-one correctionhyperbolic transformationsigma-unitary transformation

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50) Theory of operating systems (68N25)

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Cited in

(25)

• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Some comments on the generalized Cholesky algorithm
• Unifying unitary and hyperbolic transformations
• Sensitivity analysis for the generalized Cholesky block downdating problem
• A systolic algorithm for Riccati and Lyapunov equations
• Least squares modifications with inverse factorizations: Parallel implications
• Perturbation analysis for block downdating of the generalized Cholesky factorization
• Multiplicative perturbation bounds for the block Cholesky downdating problem
• Sensitivity analysis for the block Cholesky downdating problem
• A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix
• A fast algorithm for subspace state-space system identification via exploitation of the displacement structure
• Implementation of the regularized structured total least squares algorithms for blind image deblurring
• Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization
• Stability analysis of a general Toeplitz system solver
• Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem
• A Diagonal Modification for the Downdating Algorithm
• Some complexity results in parallel matrix-based signal processing
• A perturbation analysis of the problem of downdating a Cholesky factorization
• Efficient implementation of a structured total least squares based speech compression method
• The generalized Schur algorithm and some applications
• Perturbation and error analyses for block downdating of a Cholesky decomposition
• Algorithms for indefinite linear least squares problems
• A recursive three-stage least squares method for large-scale systems of simultaneous equations
• Downdating: Interdisciplinary Research Between Statistics and Computing

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