Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem
From MaRDI portal
Publication:2784358
DOI10.1137/S0895479800373498zbMath1002.65044WikidataQ56998839 ScholiaQ56998839MaRDI QIDQ2784358
Nicholas J. Higham, Françoise Tisseur, Philip I. Davies
Publication date: 23 April 2002
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Newton's method; numerical experiments; Cholesky factorization; MATLAB; numerical stability; Jacobi method; complete pivoting; backward error analysis; rounding error analysis; iterative refinement; Cholesky method; LAPACK; symmetric definite generalized eigenvalue problem
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
Related Items
Uses Software