On perturbation bounds for the QR factorization (Q1347219)

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scientific article; zbMATH DE number 740255
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English
On perturbation bounds for the QR factorization
scientific article; zbMATH DE number 740255

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    On perturbation bounds for the QR factorization (English)
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    4 April 1995
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    Let \(A\) be a real \(m \times n\) matrix with \(\text{rank} A = n\). The QR factorization of \(A\) is a decomposition of the form \(A = QR\), where \(R\), the triangular factor, is an upper triangular \(n \times n\) matrix with positive diagonal elements and \(Q\), the orthogonal factor, is an \(m \times n\) matrix satisfying \(Q^ TQ = I\). In this paper the author derives certain new perturbation bounds for \(Q\) which improve the known bounds in the literature. The paper ends with a numerical example.
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    QR factorization
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    perturbation bounds
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    numerical example
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