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Pivot Tightening for the Interval Cholesky Method
Author(s) -
Garloff Jürgen
Publication year - 2010
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201010267
Subject(s) - cholesky decomposition , interval (graph theory) , minimum degree algorithm , decomposition , order (exchange) , incomplete cholesky factorization , interval arithmetic , computer science , mathematics , algorithm , mathematical optimization , combinatorics , chemistry , physics , mathematical analysis , economics , organic chemistry , eigenvalues and eigenvectors , finance , quantum mechanics , bounded function
The performance of the Cholesky decomposition in interval arithmetic is considered. In order to avoid the algorithm breaking down due to an interval pivot containing zero, a method is presented by which such a pivot can be tightened. (© 2010 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)