A Cholesky Up- and Downdating Algorithm for Systolic and SIMD Architectures

DOI10.1137/0914042zbMath0779.65016OpenAlexW2021344000MaRDI QIDQ4695052

Ching-Tsuan Pan, Christian H. Bischof, Ping Tak Peter Tang

Publication date: 9 January 1994

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0914042

zbMATH Keywords

Cholesky factorizationSIMD machinessymmetric positive definite matrixrank-one modificationsup- and downdating algorithm

Mathematics Subject Classification ID

Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Direct numerical methods for linear systems and matrix inversion (65F05)

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