Naslov
Indefinite QR Factorization

Autori
Singer, Sanja

Izvornik
BIT numerical mathematics (0006-3835) 46 (2006), 1; 141-161

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
block $J$--rotations ; indefinite QR factorization

Sažetak
Let $A$ be a Hermitian positive definite matrix given by its rectangular factor $G$ such that $A = G^{; ; ; \ast}; ; ; G$. It is well known that the Cholesky factorization of $A$ is equivalent to the QR factorization of $G$. In this paper, an analogue of the QR factorization for Hermitian indefinite matrices is constructed. This problem has been considered by many authors, but the problem of zero diagonal elements has not been solved so far. Here we show how to overcome this difficulty.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA