On positive semidefinite matrices with known null space

被引:13
作者
Arbenz, P [1 ]
Drmac, Z
机构
[1] Swiss Fed Inst Technol, Inst Comp Sci, CH-8092 Zurich, Switzerland
[2] Univ Zagreb, Dept Math, HR-10000 Zagreb, Croatia
关键词
positive semidefinite matrices; Cholesky factorization; null space basis;
D O I
10.1137/S0895479800381331
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We show how the zero structure of a basis of the null space of a positive semidefinite matrix can be exploited to determine a positive definite submatrix of maximal rank. We discuss consequences of this result for the solution of (constrained) linear systems and eigenvalue problems. The results are of particular interest if A and the null space basis are sparse. We furthermore execute a backward error analysis of the Cholesky factorization of positive semidefinite matrices and provide new elementwise bounds.
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页码:132 / 149
页数:18
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