Unformatted text preview: % % We sse that the factorization errors are all near machine epsilon - clustered % between 1 and 2 times 10^(-16). The solution errors are significantly larger % They are clustered around 10^(-12) with at least one larger than 10^(-9). % This can be explained by the fact that the Cholesky factorization algorithm % is always stable, but positive definite symmetric systems themselves can be % sensitive (ill-conditioned) % % The graphs are found in Cholerr.pdf and Solerr.pdf...
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- Spring '09
- Cholesky Decomposition, condition number, Cholesky factorization, André-Louis Cholesky