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Shifted Cholesky QR for computing the QR factorization of ill-conditioned matrices. (English) Zbl 1434.65041

MSC:
 65F22 Ill-posedness and regularization problems in numerical linear algebra 15A23 Factorization of matrices 65F15 Numerical computation of eigenvalues and eigenvectors of matrices 15A18 Eigenvalues, singular values, and eigenvectors 65G50 Roundoff error
Software:
CholeskyQR2; CholQR; JDQR; JDQZ; mctoolbox; SparseMatrix
Full Text:
References:
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