Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization

DOI10.1016/j.cam.2010.09.003zbMath1213.65050MaRDI QIDQ629427

Qiaohua Liu

Publication date: 9 March 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.09.003

zbMATH Keywords

numerical experiments; random matrices; Cholesky factorization; numerical stability; symmetric positive definite matrix; block downdating; hyperbolic modified Gram-Schmidt method

Mathematics Subject Classification ID

15B48: Positive matrices and their generalizations; cones of matrices

15B52: Random matrices (algebraic aspects)

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

Uses Software

• LINPACK