scientific article; zbMATH DE number 4189084

MaRDI QIDQ5753437zbMATH OpenFDO

Authors Nicholas J. Higham

Publication date 1990

zbMATH Keywords

Backward error analysisCholesky decompositionLU decomposition with complete pivotingperturbation theoryQR decomposition with column pivotingsymmetric semi-definite matrix

Mathematics Subject Classification ID

Factorization of matrices (15A23) Miscellaneous inequalities involving matrices (15A45) Direct numerical methods for linear systems and matrix inversion (65F05)

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• A random matrix approach for quantifying model-form uncertainties in turbulence modeling
• On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices
• Evaluating nearly singular multinormal expectations with application to wave distributions
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• Cholesky decomposition of the Hilbert matrix
• Equality of the BLUPs under the mixed linear model when random components and errors are correlated
• On the low-rank approximation by the pivoted Cholesky decomposition
• A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
• Fast polynomial transforms based on Toeplitz and Hankel matrices
• On Positive Semidefinite Matrices with Known Null Space
• On Parlett's matrix norm inequality for the Cholesky decomposition
• High-performance sampling of generic determinantal point processes
• Trefftz Finite Elements on Curvilinear Polygons
• Balanced truncation for model order reduction of linear dynamical systems with quadratic outputs
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• The factorability of symmetric matrices and some implications for statistical linear models
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• Cholesky decomposition of a positive semidefinite matrix with known kernel
• Computing symmetric nonnegative rank factorizations
• Cholesky-like preconditioner for Hodge Laplacians via heavy collapsible subcomplex
• Cholesky factorization of semidefinite Toeplitz matrices
• Embrace rejection: kernel matrix approximation by accelerated randomly pivoted Cholesky
• LU decomposition and generalized Autoone-Takagi decomposition of dual matrices and their applications
• Improved discrete-time Kalman filtering within singular value decomposition
• Robust blockwise random pivoting: fast and accurate adaptive interpolative decomposition
• Sparse linear least-squares problems
• Pruning the ensemble of convolutional neural networks using second-order cone programming
• Randomly pivoted Cholesky: practical approximation of a kernel matrix with few entry evaluations
• Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and a singular Fisher information matrix
• Residual-weighted decomposition of positive operators
• A smoothing trust-region Newton-CG method for minimax problem

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