Convergence analysis of accurate inverse Cholesky factorization

DOI10.14495/JSIAML.5.25MaRDI QIDQ3121193zbMATH OpenOpenAlexFDO

Authors Yuka Yanagisawa, Takeshi Ogita

Publication date 15 March 2019

Published in JSIAM Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14495/jsiaml.5.25

zbMATH Keywords

accurate numerical algorithmCholesky factorizationcondition numberconvergence analysisill-conditioned matrix

Mathematics Subject Classification ID

Factorization of matrices (15A23) Preconditioners for iterative methods (65F08) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Recommendations

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Cites work

• Accuracy and Stability of Numerical Algorithms
• Accurate Floating-Point Summation Part I: Faithful Rounding
• Accurate floating-point summation. II: Sign, K-fold faithful and rounding to nearest
• Accurate Sum and Dot Product
• Inversion of extremely ill-conditioned matrices in floating-point
• Verification of positive definiteness

Cited in

(5)

• Convergence analysis of an algorithm for accurate inverse Cholesky factorization
• Accurate matrix factorization: Inverse LU and inverse QR factorizations
• scientific article; zbMATH DE number 176810 (Why is no real title available?)
• scientific article; zbMATH DE number 883342 (Why is no real title available?)
• Divide-and-conquer strategy with Cholesky's factorization for inverting symmetric positive definite matrices

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• mctoolbox

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