On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms
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Publication:4325677
DOI10.1137/S0895479891221563zbMath0819.65016arXiv1004.5510WikidataQ55894274 ScholiaQ55894274MaRDI QIDQ4325677
Richard P. Brent, D. R. Sweet, Adam W. Bojanczyk, Frank R. de Hoog
Publication date: 5 September 1995
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.5510
numerical experimentsLevinson algorithmToeplitz matrixnumerical stabilitysymmetric positive definite matricesCholesky decompositionfactorization algorithmsBareiss algorithmdisplacement rank 2elementary downdating steps
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