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Error analysis
矩阵乘法中的三角分解的误差分析,Summary. The number of multiplications required for matrix multiplication, for
the triangular decomposition of a matrix with partial pivoting, and for the Cholesky
decomposition of a positive definite symmetric matrix, can be roughly halved if
Winograd's identity is used to compute the inner products involved. Floating-point
error bounds for these algorithms are shown to be comparable to those for the normal
methods provided that care is taken with scaling.
2011-12-19
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