Abstract
We show how to stabilize the generalized Schur algorithm for the Cholesky factorization of positive-definite structured matrices R that satisfy R-FRF T = GJG T , where J is a signature matrix, F is a stable lower-triangular matrix, and G is a generator matrix. We use a perturbation analysis to indicate the best accuracy that can be expected from any finite precision algorithm that uses the generator matrix as the input data. We then show that the modified Schur algorithm proposed in this work essentially achieves this bound for a large class of structured matrices.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.