The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization

DOI10.1093/imamat/23.2.203zbMath0405.65019OpenAlexW2110617577MaRDI QIDQ4191509

G. W. Stewart

Publication date: 1979

Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamat/23.2.203

zbMATH Keywords

AlgorithmRegression ProblemCholesky FactorizationDowndating ProblemEffects of Rounding ErrorPositive Definite MatrixQr Factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35)

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