Mathematical Specification

B1, B2, ... Bk is a sequence of m x m matrices

?1, ?2, ... ?k is a sequence of m x m elementary matrices

B1-1 = ?1

B2-1 = ?2?1

Bk-1 = ?k ... ?2?1

The numerical accuracy must be such that, for all k,

BkBk-1 - I < ?

Previous slide

Next slide

Back to first slide

View graphic version