A note on rounding-error analysis of Cholesky factorization

DOI10.1016/0024-3795(87)90121-2MaRDI QIDQ1822196zbMATH OpenOpenAlexFDO

Authors Andrzej Kiełbasiński

Publication date 1987

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(87)90121-2

zbMATH Keywords

Cholesky factorizationerror analysis

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23)

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(13)

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• Roundoff error analysis of the CholeskyQR2 algorithm in an oblique inner product
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• Probabilistic Rounding Error Analysis of Householder QR Factorization
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• Error analysis of an algorithm for equality-constrained quadratic programming problems
• On the Cholesky factorization of the Gram matrix of multivariate functions
• Forward roundoff error analysis of the LU and Cholesky factorizations
• Improved backward error bounds for LU and Cholesky factorizations
• The factorability of symmetric matrices and some implications for statistical linear models
• Exactly solving sparse rational linear systems via roundoff-error-free Cholesky factorizations

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