Pivot Tightening for the Interval Cholesky Method
Jürgen Garloff · PAMM · 2010
Abstract The performance of the Cholesky decomposition in interval arithmetic is considered. In order to avoid the algorithm breaking down due to an interval pivot containing zero, a method is presented by which such a pivot can be tightened. (© 2010 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)