Refined Error Analyses of Cholesky Factorization

DOI10.1137/0720095zbMath0528.65014OpenAlexW1975084463MaRDI QIDQ3308954

Jean Meinguet

Publication date: 1983

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0720095

zbMATH Keywords

a priori boundsCholesky factorizationrounding errorsposteriori boundsnumerical positive definiteness

Mathematics Subject Classification ID

Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05)

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Detection of near-singularity in Cholesky and \(LDL^ T\) factorizations ⋮ Computing a nearest symmetric positive semidefinite matrix ⋮ Exactly Solving Sparse Rational Linear Systems via Roundoff-Error-Free Cholesky Factorizations ⋮ Complex portfolio selection via convex mixed‐integer quadratic programming: a survey ⋮ Rounding-error and perturbation bounds for the Cholesky and \(LDL^ T\) factorizations ⋮ The factorability of symmetric matrices and some implications for statistical linear models ⋮ An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula

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