Cholesky factorization of semidefinite Toeplitz matrices (Q677932)
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scientific article; zbMATH DE number 1000066
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| English | Cholesky factorization of semidefinite Toeplitz matrices |
scientific article; zbMATH DE number 1000066 |
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Cholesky factorization of semidefinite Toeplitz matrices (English)
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16 September 1997
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The author carries out an analysis of the Cholesky factorization of semidefinite Toeplitz matrices. Bounds on the backward error are defined, although those bounds look very bad unless the rank of the matrix is low. Examples for which the algorithm fails dramatically are not difficult to construct. The practical stability of the algorithm seems to depend to a significant extent on the size of the matrix in many cases.
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Cholesky factorization
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semidefinite Toeplitz matrices
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algorithm
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stability
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backward error bounds
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0.8023907542228699
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0.7954743504524231
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