Perturbation analysis for the generalized Cholesky factorization. (Q1412628)
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scientific article; zbMATH DE number 2009126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation analysis for the generalized Cholesky factorization. |
scientific article; zbMATH DE number 2009126 |
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Perturbation analysis for the generalized Cholesky factorization. (English)
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25 November 2003
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The paper deals with perturbation analysis for the generalized Cholesky factorization. Let \(K\) be a symmetric indefinite matrix and \(K=LJL^T\) its generalized Cholesky factorization. The authors obtain the first-order bound on the norm of the perturbation in the generalized Cholesky factor. They also present rigorous perturbation bounds.
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generalized Cholesky factorization
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perturbation bounds
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augmented matrix
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symmetric indefinite matrix
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norm
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