Symmetric decomposition of a positive definite matrix
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Tài liệu tham khảo
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Wilkinson, J. H.: Rounding errors in algebraic processes. Notes on Applied Science No. 32. London: Her Majesty's Stationery Office; New Jersey: Prentice-Hall 1963.
Wilkinson, J. H.: The algebraic eigenvalue problem. London: Oxford University Press 1965.
Rutishauser, H.: Solution of eigenvalue problems with the LR-transformation. Appl. Math. Ser. Nat. Bur. Stand.49, 47?81 (1958).