Modification of the Householder method based on the compact WY representation. (English) Zbl 0756.65040
The author introduces a block variant of the well known Householder factorization procedure. Numerical examples illustrate the methodology, and it is shown that the new method is faster than the corresponding LAPACK algorithm.
Reviewer: F.Szidarovszky (Tucson)
MSC:
65F05 | Direct numerical methods for linear systems and matrix inversion |