Componentwise perturbation bounds for some matrix decompositions (Q1195919)
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scientific article; zbMATH DE number 86142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Componentwise perturbation bounds for some matrix decompositions |
scientific article; zbMATH DE number 86142 |
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Componentwise perturbation bounds for some matrix decompositions (English)
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26 January 1993
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Componentwise perturbation bounds for the Cholesky, \(LDL^ H\), QR, and LU decompositions are derived. Numerical tests show that the presented perturbation bounds are sharper than perturbation bounds of the same type given earlier by the author [ibid. 31, No. 2, 341-352 (1991; Zbl 0728.65032)]. Furthermore, these bounds reveal the structural characteristics of the perturbations.
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error analysis
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direct methods
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Cholesky decomposition
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QR decomposition
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numerical tests
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LU decompositions
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perturbation bounds
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