A central limit theorem on the space of positive definite symmetric matrices
نویسندگان
چکیده
منابع مشابه
DDtBe for Band Symmetric Positive Definite Matrices
We present a new parallel factorization for band symmetric positive definite (s.p.d) matrices and show some of its applications. Let A be a band s.p.d matrix of order n and half bandwidth m. We show how to factor A as A =DDt Be using approximately 4nm2 jp parallel operations where p =21: is the number of processors. Having this factorization, we improve the time to solve Ax = b by a factor of m...
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ژورنال
عنوان ژورنال: Annales de l’institut Fourier
سال: 1992
ISSN: 0373-0956
DOI: 10.5802/aif.1312