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"A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization."

Sheung Hun Cheng, Nicholas J. Higham (1998)

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DOI: 10.1137/S0895479896302898

access: closed

type: Journal Article

metadata version: 2023-08-28

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  - https://dblp.org/rec/journals/siammax/ChengH98
Sheung Hun Cheng, Nicholas J. Higham:
A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization. SIAM J. Matrix Anal. Appl. 19(4): 1097-1110 (1998)

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