Abstract
The methods are based on the following theorem due to Cholesky [1].
Prepublished in Numer. Math. 7, 362–383 (1965).
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References
Fox, L.: Practical solution of linear equations and inversion of matrices. Nat. Bur. Standards Appl. Math. Ser. 39, 1 -54 (1954).
Martin, R. S., and J. H. Wilkinson. Symmetric decomposition of positive deinite band matrices. Numer. Math. 7, 355–361 (1965). Cf. 1/4.
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.
Wilkinson, J. H.: The algebraic eigenvalue problem. London: Oxford University Press 1965.
Rutishauser, H.: Solution of eigenvalue problems with the LR-transformation. Nat. Bur. Standards Appl. Math. Ser. 49, 47 -81 (1958).
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Martin, R.S., Peters, G., Wilkinson, J.H. (1971). Symmetric Decomposition of a Positive Definite Matrix. In: Bauer, F.L., Householder, A.S., Olver, F.W.J., Rutishauser, H., Samelson, K., Stiefel, E. (eds) Handbook for Automatic Computation. Die Grundlehren der mathematischen Wissenschaften, vol 186. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-86940-2_1
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