On Positive Semidefinite Matrices with Known Null Space
نویسندگان
چکیده
منابع مشابه
On Positive Semidefinite Matrices with Known Null Space
We show how the zero structure of a basis of the null space of a positive semidefinite matrix can be exploited to very accurately compute its Cholesky factorization. We discuss consequences of this result for the solution of (constrained) linear systems and eigenvalue problems. The results are of particular interest if A and the null space basis are sparse.
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2002
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479800381331