Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem

Philip I. Davies, Nicholas J. Higham, Françoise Tisseur. Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem. SIAM J. Matrix Analysis Applications, 23(2):472-493, 2001. [doi]

Abstract

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