Perturbation bounds for the Cholesky and QR factorizations (Q805150)
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scientific article; zbMATH DE number 4203578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation bounds for the Cholesky and QR factorizations |
scientific article; zbMATH DE number 4203578 |
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Perturbation bounds for the Cholesky and QR factorizations (English)
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1991
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Concerning positive definite matrices A, \(A+E\) with the Cholesky factorizations \(A=LL^ H\), \(A+E=(L+G)(L+G)^ H,\) lower and upper bounds for \(\| G\|_ F/\| L\|_ p\) are given, where \(\|.\|_ F\) is the Frobenius, \(\|.\|_ 2\) the spectral norm and \(p=2,F.\) Similar results are obtained concerning the QR factorization of a complex \(m\times n\) matrix of rank n.
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perturbation bounds
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Cholesky factorizations
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QR factorization
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