Perturbation analysis for the generalized Cholesky factorization.
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Publication:1412628
DOI10.1016/S0096-3003(02)00798-1zbMath1038.15004MaRDI QIDQ1412628
Publication date: 25 November 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
normsymmetric indefinite matrixperturbation boundsgeneralized Cholesky factorizationaugmented matrix
Factorization of matrices (15A23) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Miscellaneous inequalities involving matrices (15A45) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items (6)
New rigorous perturbation bounds for the generalized Cholesky factorization ⋮ Fast solving of weighted pairing least-squares systems ⋮ Perturbation analysis for block downdating of the generalized Cholesky factorization ⋮ A note on the perturbation analysis for the generalized Cholesky factorization ⋮ Sensitivity analysis for the generalized Cholesky factorization ⋮ Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization
Cites Work
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- Perturbation bounds for the Cholesky and QR factorizations
- The generalized Cholesky factorization method for saddle point problems
- Solution of augmented linear systems using orthogonal factorizations
- Perturbation theory for the eigenvalues of factorised symmetric matrices
- On the perturbation of LU and Cholesky factors
- Perturbation Bounds for the $QR$ Factorization of a Matrix
- On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
- Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
- New perturbation analyses for the Cholesky factorization
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