A modification to the linpack downdating algorithm |
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Authors: | C -T Pan |
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Institution: | (1) Department of Mathematical Sciences, Northern Illinois University, 60115 DeKalb, IL, USA |
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Abstract: | Alinpack downdating algorithm is being modified by interleaving its two different phases, the forward solving a triangular system and the backward sweep of Givens rotations, to yield a new forward method for finding the Cholesky decomposition ofR
T
R –zz
T
. By showing that the new algorithm saves forty percent purely redundant operations of the original, better stability properties are expected. In addition, various other downdating algorithms are rederived and analyzed under a uniform framework. |
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Keywords: | 65F30 65G05 15A23 |
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