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Householder's tridiagonalization of a symmetric matrix

โœ Scribed by R. S. Martin; C. Reinsch; J. H. Wilkinson


Publisher
Springer-Verlag
Year
1968
Tongue
English
Weight
846 KB
Volume
11
Category
Article
ISSN
0029-599X

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Stability of block LDLT factorization of
โœ Nicholas J. Higham ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 358 KB

For symmetric indefinite tridiagonal matrices, block LDL T factorization without interchanges is shown to have excellent numerical stability when a pivoting strategy of Bunch is used to choose the dimension (1 or 2) of the pivots.