Accession Number : ADA327492
Title : Implicit Cholesky Algorithms for Singular Values and Vectors,
Corporate Author : CALIFORNIA UNIV BERKELEY CENTER FOR PURE AND APPLIED MATHEMATICS
Personal Author(s) : Fernando, K. V. ; Parlett, Beresford N.
PDF Url : ADA327492
Report Date : 29 JUL 1993
Pagination or Media Count : 34
Abstract : The implicit Cholesky algorithm has been developed by several authors during the last 10 years but under different names. We identify the algorithm with a special version of Rutishauser's LR algorithm. Intermediate quantities in the transformation furnish several attractive approximations to the smallest singular value. The paper extols the advantages of using shifts with the algorithm. The nonorthogonal transformations improve accuracy.
Descriptors : *ALGORITHMS, *MATRICES(MATHEMATICS), .
Subject Categories : Numerical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE