Systems of Equations With Positive Definite Symmetric Coefficient Matrix
Heinz Rutishauser
Chapter Chapter 3 in Lectures on Numerical Mathematics, 1990, pp 53-76 from Springer
Abstract:
Abstract We have seen that in the general case the solution of a linear system of equations may present difficulties because of pivot selection. These difficulties disappear when the coefficient matrix A of the system is symmetric and positive definite. We therefore wish to examine this class of matrices in more detail.
Keywords: Quadratic Form; Symmetric Matrix; Symmetric Matrice; Positive Semidefinite; Positive Definite Matrix (search for similar items in EconPapers)
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-3468-5_3
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DOI: 10.1007/978-1-4612-3468-5_3
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