WZ factorization via Abay-Broyden-Spedicato algorithms
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Abstract:
Classes of Abaffy-Broyden-Spedicato (ABS) methods have been introduced for solving linear systems of equations. The algorithms are powerful methods for developing matrix factorizations and many fundamental numerical linear algebra processes. Here, we show how to apply the ABS algorithms to devise algorithms to compute the WZ and ZW factorizations of a nonsingular matrix as well as the $W^TW$ and $Z^TZ$ factorizations of a symmetric positives definite matrix. We also describe the QZ and the QW factorizations, with Q orthogonal, and show how to appropriate the parameters of the ABS algorithms to compute these factorizations.
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Journal title
volume 40 issue 2
pages 399- 411
publication date 2014-04-01
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