Presentation 2007-08-06
Accurate Cholesky Decomposition Method for Ill-conditioned Matrice Fast Detection of Positive Definiteness
Shinichi OISHI,
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Abstract(in English) In this paper, we will present an accurate Cholesky decomposition algorithm. For the purpose, we develope multiple precision algorithms for the four basic arithmetic operations and the square root operation. Let A=[A_1, A_2, …, A_K] and B=[B_1, B_2, …, B_L] are K-tuple and L-tuple numbers. Here, A_i∈F for i=1, 2, …, K and B_i∈F for i=1, 2, …, L. For simplicity, we assume that K=max(K, L) Then, the following becomes multiple precision addition with K-fold accuracy :
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Paper # NLP2007-42
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Committee NLP
Conference Date 2007/7/30(1days)
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Registration To Nonlinear Problems (NLP)
Language ENG
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Title (in English) Accurate Cholesky Decomposition Method for Ill-conditioned Matrice Fast Detection of Positive Definiteness
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1st Author's Name Shinichi OISHI
1st Author's Affiliation Faculty of Science and Engineering, Waseda University()
Date 2007-08-06
Paper # NLP2007-42
Volume (vol) vol.107
Number (no) 184
Page pp.pp.-
#Pages 3
Date of Issue