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Pivoting techniques for symmetric Gaussian elimination (1977)

Dax, A. ; Kaniel, S.

Springer

Numerische Mathematik 28 (1977), S. 221-241

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ISSN: 0945-3245

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Summary In order to factorize an indefinite symmetric matrixG of the formG=LDL T whereL is a trivially invertible matrix andD is a diagonal matrix, we introduce a new kind of pivoting operation. The algorithm suggested maintains the stability and efficiency of the standard Cholesky decomposition whileG need not be positive definite. The problem of factorizingG+αuu T whereu is a vector, α scalar and the factors ofG are known, is also discussed.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01394454

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