On the perturbation of \(LU\) and Cholesky factors (Q2785703)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the perturbation of \(LU\) and Cholesky factors |
scientific article; zbMATH DE number 981866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the perturbation of \(LU\) and Cholesky factors |
scientific article; zbMATH DE number 981866 |
Statements
11 November 1997
0 references
ill-conditioning
0 references
perturbation
0 references
Cholesky decomposition
0 references
\(LU\)-decomposition
0 references
On the perturbation of \(LU\) and Cholesky factors (English)
0 references
The author develops a sharper perturbation bound (as the usual one) for the Cholesky factor of a positive definite matrix and also generalizes the result for the \(LU\)-decomposition. The result is based on a new explicit expression for the first-order terms of the error in the factors.
0 references
