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Title: On the stability of the generalized Schur algorithm
Authors: Mastronardi, Nicola ×
Van Dooren, Paul
Van Huffel, Sabine #
Issue Date: 2001
Publisher: Springer-verlag berlin
Series Title: Numerical analysis and its applications vol:1988 pages:560-567
Abstract: The generalized Schur algorithm (GSA) is a fast method to compute the Cholesky factorization of a wide variety of structured matrices. The stability property of the GSA depends on the way it is implemented. In [15] GSA was shown to be as stable as the Schur algorithm, provided one hyperbolic rotation in factored form [3] is performed at each iteration. Fast and efficient algorithms for solving Structured Total Least Squares problems [14,15] are based on a particular implementation of GSA requiring two hyperbolic transformations at each iteration. In this paper the authors prove the stability property of such implementation provided the hyperbolic transformations are performed in factored form [3].
ISSN: 0302-9743
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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