Bibliography for

Cholesky, Doolittle and Crout Factorization

unabridged

  1. Parallel and Fully Recursive Multifrontal Supernodal Sparse Cholesky
    Irony, D.; Shklarski, G.; Toledo, S.
    Lecture Notes in Computer Science, 2002, no. 2330, pp. 335-344, Ingenta.  
  2. Two Ways to Extend the Cholesky Decomposition to Block Matrices with Interval Entries
    Schaefer, U.
    Reliable Computing, 2002, vol. 8, no. 1, pp. 1-20, Ingenta.  
  3. A Recursive Formulation of Cholesky Factorization of a Matrix in Packed Storage
    Andersen, B. S.; Wasniewski, J.; Gustavson, F. G.
    ACM Transactions on Mathematical Software, 2001, vol. 27, no. 2, pp. 214-244, Ingenta.  
  4. Multiple-rank modifications of a sparse Cholesky factorization.
    Davis, Timothy A.; Hager, William W.
    SIAM J. Matrix Anal. Appl. 22 (2001), no. 4, 997--1013 (electronic), MathSciNet.  
  5. Minimal-storage high-performance Cholesky factorization via blocking and recursion
    Gustavson, F. G.; Jonsson, I.
    IBM Journal of Research and Development, 2000, vol. 44, no. 6, pp. 823-890, Ingenta.  
  6. Fast Cholesky Factorization Algorithm for Symmetric Indefinite Block-Toeplitz Matrices and the Inverse Matrices
    Wang, W.; Zhong, J.-p.; Zheng, H.-r.
    Journal- Wuhan University Natural Sciences Edition, 2000, vol. 46, no. 5, pp. 535-538, Ingenta.  
  7. Cholesky decomposition of a hyper inverse Wishart matrix.
    Roverato, A.
    Biometrika, 2000, vol. 87, no. 1, pp. 99, Ingenta.  
  8. Efficient Methods for Out-of-Core Sparse Cholesky Factorization.
    Rothberg, Edward; Schreiber, Robert
    Siam Journal on Scientific Computing, 2000, vol. 21, no. 1, pp. 129, Ingenta.  
  9. A revised modified Cholesky factorization algorithm.
    Schnabel, Robert B.; Eskow, Elizabeth
    Dedicated to John E. Dennis, Jr., on his 60th birthday. SIAM J. Optim. 9 (1999), no. 4, 1135--1148 (electronic), MathSciNet.  
  10. Modifying a sparse Cholesky factorization.
    Davis, Timothy A.; Hager, William W.
    SIAM J. Matrix Anal. Appl. 20 (1999), no. 3, 606--627 (electronic), MathSciNet.  
  11. Efficient methods for out-of-core sparse Cholesky factorization.
    Rothberg, Edward; Schreiber, Robert
    SIAM J. Sci. Comput. 21 (1999), no. 1, 129--144 (electronic), MathSciNet.  
  12. Performance of greedy ordering heuristics for sparse Cholesky factorization.
    Ng, Esmond G.; Raghavan, Padma
    Sparse and structured matrices and their applications (Coeur d'Alene, ID, 1996).
    SIAM J. Matrix Anal. Appl. 20 (1999), no. 4, 902--914 (electronic), MathSciNet.  
  13. A linear array for large sparse matrix operations. I. Cholesky factorization.
    Padmini, M. V.; Madan, B. B.; Jain, B. N.
    Parallel Algorithms Appl. 13 (1999), no. 3, 187--215, MathSciNet.
  14. Modifying the Cholesky factorization on MIMD distributed memory machines.
    D'Apuzzo, Marco; De Simone, Valentina; Marino, Marina; Toraldo, Gerardo
    High performance algorithms and software in nonlinear optimization (Ischia, 1997), 125--141, Appl. Optim., 24, Kluwer Acad. Publ., Dordrecht, 1998, MathSciNet.  
  15. Perturbation analyses for the Cholesky factorization with backward rounding errors.
    Chang, Xiao-Wen
    Scientific computing (Hong Kong, 1997), 180--187, Springer, Singapore, 1997, MathSciNet.  
  16. Efficient parallel Gauss-Doolittle matrix triangulation.
    Watkins, W. J.; Kennedy, D.; Williams, F. W.
    Comput. & Structures 62 (1997), no. 1, 185--195, MathSciNet.  
  17. A parallel algorithm for solving large sparse linear systems of equations via Cholesky factorization. (Chinese)
    Wang, Si Qun; Wei, Zi Luan
    J. Numer. Methods Comput. Appl. 17 (1996), no. 2, 104--111; translation in
    Chinese J. Numer. Math. Appl. 19 (1997), no. 1, 19--27, MathSciNet.  
  18. A Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices.
    Bar-On, Ilan; Codenotti, Bruno; Leoncini, Mauro
    SIAM journal on matrix analysis and applications, 1997, vol. 18, no. 2, pp. 403, Ingenta.  
  19. Cholesky factorization of semidefinite Toeplitz matrices.
    Stewart, Michael
    Proceedings of the Fifth Conference of the International Linear Algebra Society (Atlanta, GA, 1995). Linear Algebra Appl. 254 (1997), 497--525, MathSciNet.  
  20. Parallel Cholesky factorization with the processor farm application.
    Molnar-Egert, Eva
    Publ. Univ. Miskolc Ser. D Nat. Sci. Math. 36 (1996), no. 2, 97--104, MathSciNet.  
  21. New perturbation analyses for the Cholesky factorization.
    Chang, Xiao-Wen; Paige, Christopher C.; Stewart, G. W.
    IMA J. Numer. Anal. 16 (1996), no. 4, 457--484, MathSciNet.  
  22. On the stability of Cholesky factorization for symmetric quasidefinite systems.
    Gill, Philip E.; Saunders, Michael A.; Shinnerl, Joseph R.
    SIAM J. Matrix Anal. Appl. 17 (1996), no. 1, 35--46, MathSciNet.  
  23. Fast Accurate Eigenvalue Computations Using the Cholesky Factorization.
    Mathias, R.
    Zeitschrift fur angewandte mathematik und mechanik, 1996, vol. 76supp1, pp. 303, Ingenta.  
  24. Fast Cholesky Factorization for Interior Point Methods of Linear Programming.
    Meszaros, C.
    Computers & mathematics with applications, 1996, vol. 31, no. 4/5, pp. 49, Ingenta.  
  25. Design and Implementation of the ScaLAPACK LU, QR, and Cholesky Factorization Routines.
    Choi, J.; Dongarra, J.J.; Whaley, R.C.
    Scientific programming, 1996, vol. 5, no. 3, pp. 173, Ingenta.  
  26. Efficient sparse Cholesky factorization on a massively parallel SIMD computer.
    Manne, Fredrik; Hafsteinsson, Hjálmt'yr
    SIAM J. Sci. Comput. 16 (1995), no. 4, 934--950, MathSciNet.  
  27. Concurrent banded Cholesky factorization on workstation networks using PVM.
    D'Ambra, Pasqua; Giunta, Giulio
    Parallel Comput. 21 (1995), no. 3, 487--494, MathSciNet.  
  28. An efficient algorithm to compute row and column counts for sparse Cholesky factorization.
    Gilbert, John R.; Ng, Esmond G.; Peyton, Barry W.
    SIAM J. Matrix Anal. Appl. 15 (1994), no. 4, 1075--1091, MathSciNet.  
  29. A tree-like approach to the organization of the structure of data for the Cholesky factorization. (Russian)
    Ilcprime in, V. P.; Karnachuk, V. I.; Larin, M. R.
    Zh. Vychisl. Mat. i Mat. Fiz. 34 (1994), no. 12, 1747--1756; translation in
    Comput. Math. Math. Phys. 34 (1994), no. 12, 1503--1510 (1995), MathSciNet.  
  30. The Cholesky Decomposition of P - pp'  
    Richard William Farebrother  
    Journal of the Royal Statistical Society. Series B (Methodological), Vol. 56, No. 4. (1994), p. 727, Jstor.  
  31. Recurrent neural networks for LU decomposition and Cholesky factorization.
    Wang, J.; Wu, G.
    Math. Comput. Modelling 18 (1993), no. 6, 1--8, MathSciNet.  
  32. A supernodal Cholesky factorization algorithm for shared-memory multiprocessors.
    Ng, Esmond; Peyton, Barry W.
    SIAM J. Sci. Comput. 14 (1993), no. 4, 761--769, MathSciNet.  
  33. On the Perturbation of LU, Cholesky, and QR Factorizations.
    Stewart, G. W.
    The Journal of supercomputing, 1993, vol. 14, no. 4, pp. 1141, Ingenta.  
  34. An Exact Cholesky Decomposition and the Generalized Inverse of the Variance-Covariance Matrix of the Multinomial Distribution, with Applications  
    Kunio Tanabe, Masahiko Sagae  
    Journal of the Royal Statistical Society. Series B (Methodological), Vol. 54, No. 1. (1992), pp. 211-219, Jstor.  
  35. Highly parallel sparse Cholesky factorization.
    Gilbert, John R.; Schreiber, Robert
    SIAM J. Sci. Statist. Comput. 13 (1992), no. 5, 1151--1172, MathSciNet.  
  36. Parallel Cholesky factorization on orthogonal multiprocessors.
    Stpiczy'nski, Przemysl
    Parallel Comput. 18 (1992), no. 2, 213--219, MathSciNet.  
  37. Block-Cholesky for parallel processing.
    Louter-Nool, M.
    Applied numerical mathematics, 1992, vol. 10, no. 1, pp. 37, Ingenta.  
  38. The average parallel complexity of Cholesky factorization.
    Resta, G.
    Comput. Math. Appl. 22 (1991), no. 9, 27--33, MathSciNet.  
  39. Perturbation bounds for the Cholesky and QR factorizations.
    Sun, J.G.
    BIT, 1991, no. 2, pp. 341, Ingenta.  
  40. A new modified Cholesky factorization.
    Schnabel, Robert B.; Eskow, Elizabeth
    SIAM J. Sci. Statist. Comput. 11 (1990), no. 6, 1136--1158, MathSciNet.  
  41. The Accuracy of Least Squares Calculations with the Cholesky Algorithm.
    Randall, J.H.; Rayner, A.A.
    Linear algebra and its applications, 1990, vol. 127, pp. 463, Ingenta.  
  42. A note on the parallel Cholesky factorization of wide banded matrices.
    Conroy, John M.
    Parallel Comput. 10 (1989), no. 2, 239--246, MathSciNet.  
  43. Cholesky decomposition of the Hilbert matrix.    
    Hitotumatu, Sin    
    Japan J. Appl. Math. 5 (1988), no. 1, 135--144, MathSciNet.  
  44. On Some Determinant Inequalities and Cholesky Factorization
    Panos M. Pardalos    
    Mathematics Magazine: Volume 61, Number 3, (1988), Pages: 170-171.   
  45. Fast Gauss-Doolittle matrix triangulation.
    Williams, F. W.; Kennedy, D.
    Comput. & Structures 28 (1988), no. 2, 143--148, MathSciNet.  
  46. On the Cholesky Decomposition of a Positive Semidefinite Symmetric Matrix.
    Kabe, D.G.
    Industrial mathematics, 1988, vol. 38p2, pp. 233, Ingenta.  
  47. A note on rounding-error analysis of Cholesky factorization.
    Kielbasi'nski, Andrzej
    Linear Algebra Appl. 88/89 (1987), 487--494, MathSciNet.  
  48. Best Equivariant Estimators of a Cholesky Decomposition  
    Morris L. Eaton, Ingram Olkin  
    Annals of Statistics, Vol. 15, No. 4. (Dec., 1987), pp. 1639-1650, Jstor.  
  49. Concurrent Cholesky factorization of positive definite banded Hermitian matrices.
    Utku, S.; Salama, M.; Melosh, R. J.
    Internat. J. Numer. Methods Engrg. 23 (1986), no. 11, 2137--2152, MathSciNet.  
  50. Refined Error Analyses of Cholesky Factorization  
    Jean Meinguet  
    SIAM Journal on Numerical Analysis, Vol. 20, No. 6. (Dec., 1983), pp. 1243-1250, Jstor.  
  51. Elementary matrices and Crout reduction.
    Rizvi, S. A. H.; Singh, V. N.
    J. Indian Acad. Math. 5 (1983), no. 1, 9--11, MathSciNet.  
  52. A method for updating Cholesky factorization of a band matrix.
    Yang, Wei H.
    Comput. Methods Appl. Mech. Engrg. 12 (1977), no. 3, 281--288, MathSciNet.  
  53. A Comment on Syminv: An Algorithm for the Inversion of a Positive Definite Matrix by the Cholesky Decomposition (in Computer Algorithm)  
    J. Stewart  
    Econometrica, Vol. 42, No. 4. (Jul., 1974), p. 771, Jstor.  
  54. SYMINV: An Algorithm for the Inversion of a Positive Definite Matrix by the Cholesky Decomposition (in Computer Algorithms)  
    Terry Seaks  
    Econometrica, Vol. 40, No. 5. (Sep., 1972), pp. 961-962, Jstor.  
  55. Calculation of Expected Mean Squares by the Abbreviated Doolittle and Square Root Methods  
    D. W. Gaylor, H. L. Lucas, R. L. Anderson  
    Biometrics, Vol. 26, No. 4. (Dec., 1970), pp. 641-655, Jstor.  
  56. The Crout reduction for sparse matrices.
    Tewarson, R. P.
    Comput. J. 12 1969/1970 158--159, MathSciNet.  
  57. A Modified Doolittle Approach for Multiple and Partial Correlation and Regression  
    Richard J. Foote  
    Journal of the American Statistical Association, Vol. 53, No. 281. (Mar., 1958), pp. 133-143, Jstor.  
  58. The Doolittle Method and the Fitting of Polynomials to Weighted Data (in Miscellanea)  
    P. G. Guest  
    Biometrika, Vol. 40, No. 1/2. (Jun., 1953), pp. 229-231, Jstor.  
  59. The Doolittle method and the fitting of polynomials to weighted data   
    P. G. Guest  
    Biometrika, Vol. 40, No. 1/2. (Jun., 1953), pp. 229-231, Jstor.  
  60. Accuracy in the Doolittle solution  
    Dickson H. Leavens
    Econometrica, Vol. 15, No. 1. (Jan., 1947), pp. 45-50, Jstor.  
  61. Note on the Doolittle solution  
    Nancy Bruner  
    Econometrica, Vol. 15, No. 1. (Jan., 1947), pp. 43-44, Jstor.  
  62. Correlation concepts and the Doolittle method  
    Dudley J. Cowden
    Journal of the American Statistical Association, Vol. 38, No. 223. (Sep., 1943), pp. 327-334, Jstor.  
  63. The Doolittle Technique  
    Paul S. Dwyer  
    Annals of Mathematical Statistics, Vol. 12, No. 4. (Dec., 1941), pp. 449-458, Jstor.  
  64. Fundamental Formulas for the Doo-Little Method, Using Zero-Order Correlation Coefficients  
    Harold D. Griffin
    Annals of Mathematical Statistics, Vol. 2, No. 2. (May, 1931), pp. 150-153, Jstor.  
  65. Doolittle Versus the Kelley-Salisbury Iteration Method for Computing Multiple Regression Coefficients (in Notes)  
    Truman L. Kelley, Quinn McNemar
    Journal of the American Statistical Association, Vol. 24, No. 166. (Jun., 1929), pp. 164-169, Jstor.  
  66. The Doolittle Method for Solving Multiple Correlation Equations Versus the Kelley-Salisbury "Iteration" Method (in Notes)  
    H. R. Tolley, Mordecai Ezekiel
    Journal of the American Statistical Association, Vol. 22, No. 160. (Dec., 1927), pp. 497-500, Jstor.  

 

 

 

 

 

 

 

 

 

 

 

 

(c) John H. Mathews 2003