, Volume 27, Issue 1, pp 95-109

Decomposition of a symmetric matrix

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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.

The authors gratefully acknowledge research support from NSF grant MCS75-06510, NSF grant MCS75-23333, and ONR contract N00014-69-A-0200-1017, respectively