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Pivot Tightening for the Interval Cholesky Method |
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| Authors: | Jürgen Garloff |
| Affiliation: | Faculty of Computer Science, University of Applied Sciences (HTWG) Konstanz, Postfach 100543, D-78405 Konstanz |
| Abstract: | The performance of the Cholesky decomposition in interval arithmetic is considered. In order to avoid the algorithm breaking down due to an interval pivot containing zero, a method is presented by which such a pivot can be tightened. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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