Some comments on the generalized Cholesky algorithm

MaRDI QIDQ1802589zbMATH OpenFDO

Authors Kh. D. Ikramov

Publication date 6 September 1993

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

Cholesky algorithmnumerical stability

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

\textit{L. V. Maslovskaja} [U.S.S.R. Comput. Math. Math. Phys. 29, No. 1, 46-52 (1989; Zbl 0702.65028)] recently proposed a modification of the Cholesky algorithm which may be applied to more matrices then the original algorithm. The author extends further the applicability of the generalized algorithm and describes a class of matrices for which the decomposition is stable.

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• The conditions for the applicability of the generalized Cholesky algorithm
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• An iterative method for mixed finite element schemes
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