Accurate and robust inverse Cholesky factorization

Author:

Ogita Takeshi12,Oishi Shin'ichi32

Affiliation:

1. Division of Mathematical Sciences, School of Arts and Sciences, Tokyo Woman's Christian University

2. JST, CREST

3. Department of Applied Mathematics, Faculty of Science and Engineering, Waseda University

Publisher

Institute of Electronics, Information and Communications Engineers (IEICE)

Subject

Rehabilitation,Physical Therapy, Sports Therapy and Rehabilitation,General Medicine

Reference23 articles.

1. [1] G. Alefeld and J. Herzberger, Introduction to Interval Computations, Academic Press, New York, 1983.

2. [2] ANSI/IEEE Std 754-1985: IEEE Standard for Binary Floating-Point Arithmetic, IEEE Computer Society, 1985.

3. [3] ANSI/IEEE Std 754-2008: IEEE Standard for Floating-Point Arithmetic, IEEE Computer Society, 2008.

4. [4] J. Demmel, On floating point errors in Cholesky, LAPACK Working Note 14 CS-89-87, Department of Computer Science, University of Tennessee, Knoxville, TN, USA, 1989.

5. [5] G.H. Golub and C.F. Van Loan, Matrix Computations, Third ed., The Johns Hopkins University Press, Baltimore and London, 1996.

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