Numerische Mathematik

, Volume 27, Issue 1, pp 95–109 | Cite as

Decomposition of a symmetric matrix

  • James R. Bunch
  • Linda Kaufman
  • Beresford N. Parlett
Hanbook Series Linear Algebra

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.

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References

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Copyright information

© Springer-Verlag 1976

Authors and Affiliations

  • James R. Bunch
    • 1
  • Linda Kaufman
    • 2
  • Beresford N. Parlett
    • 3
  1. 1.Department of MathematicsUniversity of CaliforniaSan DiegoUSA
  2. 2.Bell LaboratoriesNew JerseyUSA
  3. 3.Department of Mathematics and Department of Electrical Engineering and Computer ScienceUniversity of CaliforniaBerkeleyUSA

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