Sensitivity analysis for the generalized Cholesky factorization

DOI10.1016/j.amc.2019.124556zbMath1433.65026OpenAlexW2960356395WikidataQ127542056 ScholiaQ127542056MaRDI QIDQ2286072

Hanyu Li, Aamir Farooq, Mahvish Samar, Chun-Lai Mu

Publication date: 9 January 2020

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.124556

zbMATH Keywords

condition numberBanach fixed point theoremLyapunov majorant functionrigorous perturbation boundgeneralized Cholesky factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Determinants, permanents, traces, other special matrix functions (15A15) Miscellaneous inequalities involving matrices (15A45) Computation of special functions and constants, construction of tables (65D20) Direct numerical methods for linear systems and matrix inversion (65F05) Algorithms with automatic result verification (65G20) Matrix exponential and similar functions of matrices (15A16)

Related Items (4)

Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ Perturbation analysis for the Takagi vector matrix ⋮ Refined rigorous perturbation bounds for the SR decomposition

Uses Software

• mctoolbox

Cites Work

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• The generalized Cholesky factorization method for saddle point problems
• Perturbation analysis for the generalized Cholesky factorization.
• New rigorous perturbation bounds for the generalized Cholesky factorization
• A note on the perturbation analysis for the generalized Cholesky factorization
• Accuracy and Stability of Numerical Algorithms
• Improved rigorous perturbation bounds for the LU and QR factorizations
• On condition numbers for the canonical generalized polar decompostion of real matrices

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