Decomposition of a symmetric matrix
- Cite this article as:
- Bunch, J.R., Kaufman, L. & Parlett, B.N. Numer. Math. (1976) 27: 95. doi:10.1007/BF01399088
An algorithm is presented to compute a triangular factorization and the inertia of a symmetric matrix. The algorithm is stable even when the matrix is not positive definite and is as fast as Cholesky. Programs for solving associated systems of linear equations are included.