Cholesky-like factorization of symmetric indefinite matrices and orthogonalization with respect to bilinear forms
M RozložnÍk, F Okulicka-Dłuzewska… - SIAM Journal on Matrix …, 2015 - SIAM
It is well known that orthogonalization of column vectors in a rectangular matrix B with
respect to the bilinear form induced by a nonsingular symmetric indefinite matrix A can be …
respect to the bilinear form induced by a nonsingular symmetric indefinite matrix A can be …
A note on the perturbation analysis for the generalized Cholesky factorization
In this note, we consider the perturbation analysis for the generalized Cholesky factorization
further. The conditions for the main theorems of the paper [W.-G. Wang, J.-X. Zhao …
further. The conditions for the main theorems of the paper [W.-G. Wang, J.-X. Zhao …
Perturbation analysis for block downdating of the generalized Cholesky factorization
The generalized Cholesky factorization is a generalization of the classical Cholesky
factorization and its block downdating problem means finding the downdated generalized …
factorization and its block downdating problem means finding the downdated generalized …
[引用][C] The Structure of Parallel Computation on a Class of Multi-Stage Portfolio Problems
YH Jen - 2008