A Note on Downdating the Cholesky Factorization

DOI10.1137/0908031zbMath0617.65013MaRDI QIDQ4727270

Paul Van Dooren, Richard P. Brent, 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

stability; computational complexity; parallel computation; Cholesky factorization; updating; positive definite matrix; backward error analysis; forward error analysis; orthogonal transformation; downdating; mixed stability; rank-one correction; hyperbolic transformation; sigma-unitary transformation

Mathematics Subject Classification ID

65G50: Roundoff error

65F05: Direct numerical methods for linear systems and matrix inversion

68N25: Theory of operating systems

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