Cholesky, Toeplitz and the triangular factorization of symmetric matrices

DOI10.1007/S11075-005-9012-4MaRDI QIDQ2492799zbMATH OpenOpenAlexFDO

Authors John Todd, O. Taussky Todd

Publication date 14 June 2006

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-005-9012-4

zbMATH Keywords

Cholesky methodlinear-systemssymmetric matricesToeplitz methodtriangular factorization

Mathematics Subject Classification ID

Collected or selected works; reprintings or translations of classics (01A75) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50)

Review text

The authors make some comments upon the Cholesky, Toeplitz and the triangular factorization of symmetric matrices.

Recommendations

• Cholesky factorization of semidefinite Toeplitz matrices
• Inverse and factorization of triangular Toeplitz matrices
• Cholesky-like factorizations of skew-symmetric matrices
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• Cholesky-like factorization of symmetric indefinite matrices and orthogonalization with respect to bilinear forms
• The Antitriangular Factorization of Symmetric Matrices
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• Optimal unit triangular factorization of symplectic matrices

Cites work

• Basic numerical mathematics. Vol. 2: Numerical algebra
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3144516 (Why is no real title available?)
• scientific article; zbMATH DE number 1460605 (Why is no real title available?)
• scientific article; zbMATH DE number 3059659 (Why is no real title available?)
• scientific article; zbMATH DE number 3102154 (Why is no real title available?)
• NOTES ON THE SOLUTION OF ALGEBRAIC LINEAR SIMULTANEOUS EQUATIONS
• ROUNDING-OFF ERRORS IN MATRIX PROCESSES

Cited in

(5)

• Cholesky-like factorizations of skew-symmetric matrices
• scientific article; zbMATH DE number 3958566 (Why is no real title available?)
• The Antitriangular Factorization of Symmetric Matrices
• How ordinary elimination became Gaussian elimination
• The life and work of André Cholesky

Describes a project that uses

Uses Software

• CLAPACK
• LINPACK
• LAPACK

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