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 |
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Conference Date | 2007/7/30(1days) |
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Registration To | Nonlinear Problems (NLP) |
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Language | ENG |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
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 |
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