Pregled bibliografske jedinice broj: 898603
On Positive Semidefinite Matrices with Known Null Space
On Positive Semidefinite Matrices with Known Null Space // SIAM journal on matrix analysis and applications, 24 (2002), 1; 132-149 doi:10.1137/S0895479800381331 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 898603 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On Positive Semidefinite Matrices with Known Null Space
Autori
Arbenz, Peter ; Drmač, Zlatko
Izvornik
SIAM journal on matrix analysis and applications (0895-4798) 24
(2002), 1;
132-149
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
positive semidefinite matrices, Cholesky factorization, null space basis
Sažetak
We show how the zero structure of a basis of the null space of a positive semidefinite matrix can be exploited to determine a positive definite submatrix of maximal rank. We discuss consequences of this result for the solution of (constrained) linear systems and eigenvalue problems. The results are of particular interest if A and the null space basis are sparse. We furthermore execute a backward error analysis of the Cholesky factorization of positive semidefinite matrices and provide new elementwise bounds.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Zlatko Drmač
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
