Numerische Mathematik

, Volume 27, Issue 1, pp 95–109

Decomposition of a symmetric matrix

Authors

  • James R. Bunch
    • Department of MathematicsUniversity of California
  • Linda Kaufman
    • Bell Laboratories
  • Beresford N. Parlett
    • Department of Mathematics and Department of Electrical Engineering and Computer ScienceUniversity of California
Hanbook Series Linear Algebra

DOI: 10.1007/BF01399088

Cite this article as:
Bunch, J.R., Kaufman, L. & Parlett, B.N. Numer. Math. (1976) 27: 95. doi:10.1007/BF01399088

Summary

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.

Copyright information

© Springer-Verlag 1976