Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/S0895479800373498
Reference18 articles.
1. An Efficient and Stable Algorithm for the Symmetric-Definite Generalized Eigenvalue Problem
2. Numerical Linear Algebra for Applications in Statistics
3. Applied Numerical Linear Algebra
4. Jacobi’s Method is More Accurate than QR
5. Algorithm 589: SICEDR : A FORTRAN Subroutine for Improving the Accuracy of Computed Matrix Eigenvalues
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