A modified Cholesky algorithm based on a symmetric indefinite factorization

SIAM Journal on Matrix Analysis and Applications

Volumn 19, Issue 4, 1998, Pages 1097-1110

  Cheng, Sheung Hun ^a   Higham, Nicholas J ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Modified Cholesky factorization; Newton's method; Optimization; Symmetric indefinite factorization

Indexed keywords

EID: 0039991939     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0895479896302898     Document Type: Article

References (22)

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