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对称正定三对角矩阵求逆有高精度
引用本文:薛军工.对称正定三对角矩阵求逆有高精度[J].复旦学报(自然科学版),1996,35(1):108-112.
作者姓名:薛军工
作者单位:Xue Jungong(Institute Of Mathematics)(Institute of Mathematics,Fudan University,Shanghai 200433)
摘    要:用Cholesky分解求解对称正定三对角矩阵的逆、,其每个元素都能保持很高的相对精度。

关 键 词:Cholesky分解  扰动  误差  正定矩阵  

Computing inverses of SPD tridiagonal matrices has high accuracy
Xue Jungong.Computing inverses of SPD tridiagonal matrices has high accuracy[J].Journal of Fudan University(Natural Science),1996,35(1):108-112.
Authors:Xue Jungong
Abstract:This paper proves that computing the inverse of a symmetric positive definite tridiagonal matrix with Cholesky factorization has high componentwise relative accuracy.
Keywords:Cholesky factorization  perturbation theory  error anylysis  
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