From Bareiss' algorithm to the stable computation of partial correlations
DOI10.1016/0377-0427(89)90361-0zbMATH Open0681.65109OpenAlexW2118380063MaRDI QIDQ1823641FDOQ1823641
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
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Cholesky factorizationalgorithmparallel computationLU factorizationGivens rotationshyperbolic rotationsdata flow graphhyperbolic Cholesky algorithmsample partial correlation coefficientsToeplitz coefficient matrix
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)
Cites Work
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- Manifestations of the Schur complement
- Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices
- Generalized Schur complements
- A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
- QR factorization of Toeplitz matrices
- An alternative Givens ordering
- A method of matrix inverse triangular decomposition based on contiguous principal submatrices
- Parallel solution of symmetric positive definite systems with hyperbolic rotations
Cited In (5)
- On the \(QR\) algorithm and updating the \(SVD\) and the \(URV\) decomposition in parallel
- Computing the Point-biserial Correlation under Any Underlying Continuous Distribution
- Recursive algorithm to directly obtain the sum of correlations in a CSS
- 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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