Geodesic
Cholesky-like factorizations of skew-symmetric matrices
Electronic transactions on numerical analysis, Tome 11 (2000), pp. 85-93.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: Every real skew-symmetric matrix B admits Cholesky-like factorizations B = RT J R, where J = 0 I . This paper presents a backward-stable $O(n3)$ process for computing such a decomposition, in - I 0 which R is a permuted triangular matrix. Decompositions of this type are a key ingredient of algorithms for solving eigenvalue problems with Hamiltonian structure.
Classification : 15A23, 65F05
Keywords: skew-symmetric matrices, matrix factorizations, Hamiltonian eigenproblems, complete pivoting 
@article{ETNA_2000__11__a3,
     author = {Benner, Peter and Byers, Ralph and Fassbender, Heike and Mehrmann, Volker and Watkins, David},
     title = {Cholesky-like factorizations of skew-symmetric matrices},
     journal = {Electronic transactions on numerical analysis},
     pages = {85--93},
     publisher = {mathdoc},
     volume = {11},
     year = {2000},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2000__11__a3/}
}
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Benner, Peter; Byers, Ralph; Fassbender, Heike; Mehrmann, Volker; Watkins, David. Cholesky-like factorizations of skew-symmetric matrices. Electronic transactions on numerical analysis, Tome 11 (2000), pp. 85-93. http://geodesic.mathdoc.fr/item/ETNA_2000__11__a3/