R02 一般化優対角行列と対称正定値行列
鞍点行列の分解について
詳細
Factorizations were used to derive error bounds for the inverse of a saddle point matrix:
「 A B'
H=
B -C 」
where A is an nxn symmetric positive definite matrix and C is an mxm symmetric positive semi-definite matrix. We present some new results of the numerical stability for these actorizations.
