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Decomposition of a Symmetric Matrix ; CU-CS-080-75 Public Deposited

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https://scholar.colorado.edu/concern/reports/v692t701b
Abstract
  • 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 Choleski. Programs for solving associated system of linear equations are included.
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  • 1975-10-01
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  • 2019-12-21
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