A New Modified Cholesky Factorization
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Publication:3203913
DOI10.1137/0911064zbMath0716.65023MaRDI QIDQ3203913
Elizabeth Eskow, Robert B. Schnabel
Publication date: 1990
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0911064
positive definite matrices; numerical tests; Cholesky factorization; perturbation matrix; Gershgorin bounds
15A23: Factorization of matrices
65F05: Direct numerical methods for linear systems and matrix inversion
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