Accurate matrix factorization: Inverse LU and inverse QR factorizations

DOI10.1137/090754376MaRDI QIDQ3079755zbMATH OpenOpenAlexWikidataFDO

Authors Takeshi Ogita

Publication date 2 March 2011

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090754376

zbMATH Keywords

accurate algorithmaccurate dot productalgorithmsfloating-point arithmeticill-conditioned dense real matricesInverse LU factorizationinverse QR factorizationlinear systemsnumerical examples

Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05) Ill-posedness and regularization problems in numerical linear algebra (65F22) Algorithms with automatic result verification (65G20)

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Cited in

(5)

• Convergence analysis of an algorithm for accurate inverse Cholesky factorization
• Convergence analysis of accurate inverse Cholesky factorization
• A fast and efficient algorithm for solving ill-conditioned linear systems
• A new analysis of iterative refinement and its application to accurate solution of ill-conditioned sparse linear systems
• Five-Precision GMRES-Based Iterative Refinement

Describes a project that uses

Uses Software

• Matlab
• INTLAB
• mctoolbox

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