New rigorous perturbation bounds for the generalized Cholesky factorization

DOI10.1016/j.amc.2015.03.008zbMath1390.15044arXiv1409.6069OpenAlexW2043298178MaRDI QIDQ1636890

Yanfei Yang, Hanyu Li

Publication date: 7 June 2018

Published in: Applied Mathematics and Computation, Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.6069

zbMATH Keywords

multiplicative perturbationCholesky-like factorizationrigorous perturbation boundgeneralized Cholesky factorizationcomponentwise perturbationnormwise perturbationfirst-order perturbation bound

Mathematics Subject Classification ID

Factorization of matrices (15A23) Miscellaneous inequalities involving matrices (15A45) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (4)

Multiplicative perturbation bounds for the block Cholesky downdating problem ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ Sensitivity analysis for the generalized Cholesky factorization ⋮ Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization

Uses Software

• mctoolbox

Cites Work

• The generalized Cholesky factorization method for saddle point problems
• Perturbation analysis for the generalized Cholesky factorization.
• A note on the perturbation analysis for the generalized Cholesky factorization
• Condition numbers and equilibration of matrices
• Rigorous Perturbation Bounds of Some Matrix Factorizations
• Accuracy and Stability of Numerical Algorithms
• Componentwise perturbation analyses for the QR factorization
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