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Symmetric Decomposition of a Positive Definite Matrix

  • R. S. Martin
  • G. Peters
  • J. H. Wilkinson
Part of the Die Grundlehren der mathematischen Wissenschaften book series (GL, volume 186)

Abstract

The methods are based on the following theorem due to Cholesky [1].

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References

  1. [1]
    Fox, L.: Practical solution of linear equations and inversion of matrices. Nat. Bur. Standards Appl. Math. Ser. 39, 1 -54 (1954).Google Scholar
  2. [2]
    Martin, R. S., and J. H. Wilkinson. Symmetric decomposition of positive deinite band matrices. Numer. Math. 7, 355–361 (1965). Cf. 1/4.MathSciNetzbMATHCrossRefGoogle Scholar
  3. [3]
    Wilkinson, J. H.: Rounding errors in algebraic processes. Notes on Applied Science No. 32. London: Her Majesty’s Stationery Office; New Jersey: Prentice-Hall 1963. German edition: Rundungsfehler. Berlin-Göttingen-Heidelberg: Springer 1969.Google Scholar
  4. [4]
    Wilkinson, J. H.: The algebraic eigenvalue problem. London: Oxford University Press 1965.zbMATHGoogle Scholar
  5. [5]
    Rutishauser, H.: Solution of eigenvalue problems with the LR-transformation. Nat. Bur. Standards Appl. Math. Ser. 49, 47 -81 (1958).MathSciNetGoogle Scholar

Copyright information

© Springer-Verlag Berlin · Heidelberg 1971

Authors and Affiliations

  • R. S. Martin
  • G. Peters
  • J. H. Wilkinson

There are no affiliations available

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