From Bareiss' algorithm to the stable computation of partial correlations

DOI10.1016/0377-0427(89)90361-0MaRDI QIDQ1823641zbMATH OpenOpenAlexFDO

Authors Jean-Marc Delosme, Ilse C. F. Ipsen

Publication date 1989

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(89)90361-0

zbMATH Keywords

Cholesky factorizationalgorithmparallel computationLU factorizationGivens rotationshyperbolic rotationsdata flow graphhyperbolic Cholesky algorithmsample partial correlation coefficientsToeplitz coefficient matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05) Parallel numerical computation (65Y05)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
• A method of matrix inverse triangular decomposition based on contiguous principal submatrices
• An alternative Givens ordering
• Generalized Schur complements
• Manifestations of the Schur complement
• Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices
• Parallel solution of symmetric positive definite systems with hyperbolic rotations
• QR factorization of Toeplitz matrices

Cited in

(5)

• Recursive algorithm to directly obtain the sum of correlations in a CSS
• On the QR algorithm and updating the SVD and the URV decomposition in parallel
• Computing the Point-biserial Correlation under Any Underlying Continuous Distribution
• Computer-Assisted Verification Method for Invariant Densities and Rates of Decay of Correlations
• Algorithm of equal line sum decomposition for sample correlation coefficient matrix

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