Accession Number:

ADA045388

Title:

THE Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization.

Descriptive Note:

Technical rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF COMPUTER SCIENCE

Personal Author(s):

Report Date:

1977-09-01

Pagination or Media Count:

24.0

Abstract:

Let the positive definite matrix A have a Cholesky factorization A RtransposedR. For a given vector x suppose that A A - xxtransposed has a Cholesky factorization A RtransposedR. This paper considers an algorithm for computing R form R and x and an extension for removing a row from the QR factorization of a regression problem. It is shown that the algorithm is stable in the presence of rounding errors. However, it is also shown that the matrix R can be a very ill-conditioned function of R and x. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE