3. Positive Definite Matrices
Society for Industrial and Applied Mathematics eBooks · 1979
1. Overview Purpose. The LINPACK subroutines in this chapter operate on symmetric positive definite full matrices stored in singly or doubly subscripted arrays. The computing costs in terms of both time and storage are about half the corresponding costs for nonsymmetric matrices. The operations performed include the triangular factorization of matrices, the estimation of matrix condition, the solution of simultaneous linear equations and the calculation of determinants and inverses.