Geodesic
Cholesky-like factorizations of skew-symmetric matrices
Electronic transactions on numerical analysis, Tome 11 (2000), pp. 85-93
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},
     year = {2000},
     volume = {11},
     zbl = {0963.65033},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2000__11__a3/}
}
TY  - JOUR
AU  - Benner,  Peter
AU  - Byers,  Ralph
AU  - Fassbender,  Heike
AU  - Mehrmann,  Volker
AU  - Watkins,  David
TI  - Cholesky-like factorizations of skew-symmetric matrices
JO  - Electronic transactions on numerical analysis
PY  - 2000
SP  - 85
EP  - 93
VL  - 11
UR  - http://geodesic.mathdoc.fr/item/ETNA_2000__11__a3/
LA  - en
ID  - ETNA_2000__11__a3
ER  - 
%0 Journal Article
%A Benner,  Peter
%A Byers,  Ralph
%A Fassbender,  Heike
%A Mehrmann,  Volker
%A Watkins,  David
%T Cholesky-like factorizations of skew-symmetric matrices
%J Electronic transactions on numerical analysis
%D 2000
%P 85-93
%V 11
%U http://geodesic.mathdoc.fr/item/ETNA_2000__11__a3/
%G en
%F ETNA_2000__11__a3
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/