A Note on Downdating the Cholesky Factorization

DOI10.1137/0908031zbMath0617.65013OpenAlexW2019433012MaRDI QIDQ4727270

Richard P. Brent, Paul Van Dooren, Frank R. de Hoog, Adam W. Bojanczyk

Publication date: 1987

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

Full work available at URL: https://openscholarship.wustl.edu/cgi/viewcontent.cgi?article=1808&context=cse_research

zbMATH Keywords

stabilitycomputational complexityparallel computationCholesky factorizationupdatingpositive definite matrixbackward error analysisforward error analysisorthogonal transformationdowndatingmixed stabilityrank-one correctionhyperbolic transformationsigma-unitary transformation

Mathematics Subject Classification ID

Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05) Theory of operating systems (68N25)

Related Items

Multiplicative perturbation bounds for the block Cholesky downdating problem, Efficient implementation of a structured total least squares based speech compression method, A perturbation analysis of the problem of downdating a Cholesky factorization, Implementation of the regularized structured total least squares algorithms for blind image deblurring, Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing, Stability analysis of a general Toeplitz system solver, Sensitivity analysis for the generalized Cholesky block downdating problem, Perturbation and error analyses for block downdating of a Cholesky decomposition, A systolic algorithm for Riccati and Lyapunov equations, Least squares modifications with inverse factorizations: Parallel implications, A recursive three-stage least squares method for large-scale systems of simultaneous equations, Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization, Multiplicative perturbation analysis for the generalized Cholesky block downdating problem, Perturbation analysis for block downdating of the generalized Cholesky factorization, Some complexity results in parallel matrix-based signal processing, A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix, Iteratively reweighted least squares: A comparison of several single step algorithms for linear models, A fast algorithm for subspace state-space system identification via exploitation of the displacement structure, Algorithms for indefinite linear least squares problems, The generalized Schur algorithm and some applications, Unifying unitary and hyperbolic transformations, Sensitivity analysis for the block Cholesky downdating problem