An Accuracy Test for Updating Triangular Factors.
Abstract
This note describes a new accuracy test for the Forrest-Tomlin method for updating triangular factors of the basis, based on standard error analysis techniques. This test has proved very useful in practice when the method is applied to digitally unstable models.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1975
- Accession Number
- ADA016183
Entities
People
- J. A. Tomlin
Organizations
- Stanford University