A modification to the LINPACK downdating algorithm

DOI10.1007/BF01933218zbMath0718.65014MaRDI QIDQ2639590

Yanyan Li

Publication date: 1990

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

triangular systemCholesky decompositionGivens rotationLINPACK downdating algorithmfast hyperbolic rotationtesting results

Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (3)

A perturbation analysis of the problem of downdating a Cholesky factorization ⋮ Stability analysis of a general Toeplitz system solver ⋮ An algorithm and stability theory for downdating the ULV decomposition

Uses Software

• LINPACK

Cites Work

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• QR factorization of Toeplitz matrices
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• Fast Toeplitz orthogonalization
• A numerically stable form of the simplex algorithm
• A Sharp Bound for Products of Hyperbolic Plane Rotations
• Fast Parallel Algorithms for QR and Triangular Factorization
• Error Analysis of Some Techniques for Updating Orthogonal Decompositions
• On the Modification of LDL T Factorizations
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Least Squares Computations by Givens Transformations Without Square Roots
• Methods for Modifying Matrix Factorizations

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