An error analysis of a method for solving matrix equations
An error analysis of a method for solving matrix equations
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一种矩阵方程求解方法的误差分析
DOI:
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发表时间:
1973
期刊:
影响因子:
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通讯作者:
By C. C. Paige
中科院分区:
文献类型:
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作者:
By C. C. Paige
Let B = [L O]Q be a decomposition of the m by n matrix B of rank m such that L is lower triangular and Q is orthonormal. It is possible to solve Bx = b, using L but not Q, in the following manner: solve Ly = b, solve LTw = y, and form x BTw. It is shown that the numerical stability of this method is comparable to that of the method which uses Q. This is important for some methods used in mathematical programming where B is very large and sparse and Q is discarded to save storage.