A perturbation analysis of the problem of downdating a Cholesky factorization (Q2365676)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A perturbation analysis of the problem of downdating a Cholesky factorization |
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A perturbation analysis of the problem of downdating a Cholesky factorization (English)
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29 June 1993
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The downdating problem is known as the rank-one modification of a Cholesky factorization \(R^ TR-zz^ T=D^ TD\), where \(R\) and \(D\) are upper triangular matrices and \(z\) is a column vector. This paper presents a first-order parametrized perturbation analysis of this problem.
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downdating
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rank-one modification
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Cholesky factorization
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perturbation analysis
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