Refined Error Analyses of Cholesky Factorization
Refined Error Analyses of Cholesky Factorization
复制标题
Cholesky 分解的精细误差分析
DOI：
--
复制
发表时间：
1983
期刊：
影响因子：
--
通讯作者：
J. Meinguet
中科院分区：
文献类型：
--
作者：
J. Meinguet
本文重点讨论在标准浮点运算中求解线性方程正定对称系统的实用 Cholesky 过程。提出了两种独立的舍入分析，这导致了新颖的后验误差界限（具有实际用途）并改进了先验结果（更具理论意义）。避免无动机的假设，目的是始终保持建设性。
This paper concentrates on the practical Cholesky process for solving positive definite symmetric systems of linear equations in standard floating-point arithmetic. Two self-contained round-off analyses are presented, which lead to novel a posteriors error bounds (of practical use) and to refined a priori results (of more theoretical significance). Unmotivated assumptions are avoided with the aim of being constructive throughout.