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A comparison of several methods for inverting large symmetric positive definite matrices

Authors: M. H. Lietzke, R. W. Stoughton and Marjorie P. Lietzke
Journal: Math. Comp. 18 (1964), 449-456
MSC: Primary 65.35
MathSciNet review: 0166914
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References [Enhancements On Off] (What's this?)

  • [1] Mathematical methods for digital computers, John Wiley & Sons, Inc., New York-London, 1960. MR 0117906
  • [2] Contributions to the Solution of Systems of Linear Equations and the Determination of Eigenvalues, U. S. Department of Commerce, National Bureau of Standards Applied Mathematics Series 39, 1954, p. 31.
  • [3] William R. Busing & Henri A. Levy, ``A procedure for inverting large symmetric matrices,'' Comm. ACM, v. 5, 1962, p. 445.
  • [4] Anthony Ralston & Herbert S. Wilf, loc. cit., p. 73.
  • [5] Morris Newman and John Todd, The evaluation of matrix inversion programs, J. Soc. Indust. Appl. Math. 6 (1958), 466–476. MR 100348
  • [6] Alston S. Householder, The Theory of Matrices in Numerical Analysis, Ginn and Co., Boston, in press, Chapter 4.

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Article copyright: © Copyright 1964 American Mathematical Society