scientific article; zbMATH DE number 1304522

MaRDI QIDQ4251291zbMATH OpenFDO

Authors Xiao-Wen Chang

Publication date 20 July 1999

zbMATH Keywords

backward rounding errorsCholesky factorizationcondition numbernumerical stabilityperturbation analysessymmetric pivoting

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35) Roundoff error (65G50)

Recommendations

• New perturbation analyses for the Cholesky factorization
• On the Perturbation of the Cholesky Factorization
• Forward roundoff error analysis of the LU and Cholesky factorizations
• A note on rounding-error analysis of Cholesky factorization

Cited in

(5)

• Sensitivity analyses for factorizations of sparse or structured matrices
• Forward roundoff error analysis of the LU and Cholesky factorizations
• Backward error analysis of Choleski Q.I.F. for the solution of symmetric positive definite linear systems
• New perturbation analyses for the Cholesky factorization
• Roundoff error analysis of the CholeskyQR2 algorithm

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