Existence and Stability of Choleski Q.I.F. for Symmetric Linear Systems (Q3147302)
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scientific article; zbMATH DE number 1802849
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| English | Existence and Stability of Choleski Q.I.F. for Symmetric Linear Systems |
scientific article; zbMATH DE number 1802849 |
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Existence and Stability of Choleski Q.I.F. for Symmetric Linear Systems (English)
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24 March 2003
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Cholesky factorization
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symmetric positive definite systems
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stability
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0.7950385212898254
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0.7878626585006714
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0.7794508934020996
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0.7794508934020996
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The question of existence and stability of a variant of the classical Cholesky factorization for the solution of symmetric linear positive definite system of equations proposed by \textit{D. J. Evans} [ibid. 72, No. 3, 283-288 (1999; Zbl 0949.65023)] is given. Use is made of the fact that the diagonal elements of the factor matrices can be obtained in closed form in terms of certain principal minors of the coefficient matrix. Since the elimination are carried out, alternately, in columns from the left and the right, it is shown that the method is strongly stable if the coefficient matrix is symmetric and positive definite. The operation counts for the new method are shown to agree with those for the classical Cholesky factorization.
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