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

backward error analysisCholesky factorizationcomputational complexitydowndatingforward error analysishyperbolic transformationmixed stabilityorthogonal transformationparallel computationpositive definite matrixrank-one correctionsigma-unitary transformationstabilityupdating

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

(27)

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

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