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On the stability of the Bareiss and related Toeplitz factorization algorithms

Bojanczyk, Adam W; Brent, Richard P; de Hoog, Frank R; Sweet, Douglas R

Description

This paper contains a numerical stability analysis of factorization algorithms for computing the Cholesky decomposition of symmetric positive definite matrices of displacement rank 2. The algorithms in the class can be expressed as sequences of elementary downdating steps. The stability of the factorization algorithms follows directly from the numerical properties of algorithms for realizing elementary downdating operations. It is shown that the Bareiss algorithm for factorizing a symmetric...[Show more]

CollectionsANU Research Publications
Date published: 1993
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/40786
http://digitalcollections.anu.edu.au/handle/1885/40786

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