Convergence analysis of accurate inverse Cholesky factorization
نویسندگان
چکیده
منابع مشابه
A modified algorithm for accurate inverse Cholesky factorization
Let R be the set of real numbers, and F a set of floating-point numbers conforming to IEEE standard 754. The relative rounding error unit of floating-point arithmetic is denoted by u. In binary64 (double precision) arithmetic, u = 2−53 ≈ 1.1 × 10−16. Throughout this paper, we assume that neither overflow nor underflow occurs. For A ∈ Rn×n, define κ(A) := ‖A‖ · ‖A−1‖ as the condition number of A...
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ژورنال
عنوان ژورنال: JSIAM Letters
سال: 2013
ISSN: 1883-0609,1883-0617
DOI: 10.14495/jsiaml.5.25