On the stability of the generalized Schur algorithm

Mastronardi, N;Van Dooren, Paul;Van Huffel, Sabine
(2001) 2nd International Conference on Numerical Analysis and its Applications — Location: UNIV ROUSSE, RUSE (Bulgaria) (11.June.2000)

Files

pdfdocument.pdf
  • Restricted Access
  • Adobe PDF
  • 141.19 KB
Request a copy

Details

Authors
  • Mastronardi, N
    Author
  • Van Dooren, PaulUCLouvain
    Author
  • Van Huffel, SabineUCLouvain
    Author
Abstract
The generalized Schur algorithm (GSA) is a fast method to compute the Cholesky factorization of a wide variety of structured matrices. The stability property of the GSA depends on the way it is implemented. In [15] GSA was shown to be as stable as the Schur algorithm, provided one hyperbolic rotation in factored form [3] is performed at each iteration. Fast and efficient algorithms for solving Structured Total Least Squares problems [14,15] are based on a particular implementation of GSA requiring two hyperbolic transformations at each iteration. In this paper the authors prove the stability property of such implementation provided the hyperbolic transformations are performed in factored form [3].
Affiliations

Citations

  • APA
  • Chicago
  • FWB

Mastronardi, N., Van Dooren, P., & Van Huffel, S. (2001). On the stability of the generalized Schur algorithm. Lecture Notes in Computer Science, 1988, 560-567. https://doi.org/10.1007/3-540-45262-1_66 (Original work published 2001)