A perturbation analysis of the problem of downdating a Cholesky factorization

DOI10.1016/0024-3795(93)90426-OzbMath0771.65015MaRDI QIDQ2365676

Yanyan Li

Publication date: 29 June 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

Cholesky factorizationperturbation analysisrank-one modificationdowndating

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (7)

Multiplicative perturbation bounds for the block Cholesky downdating problem ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ An algorithm and stability theory for downdating the ULV decomposition ⋮ Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ Perturbation analysis for block downdating of the generalized Cholesky factorization ⋮ Sensitivity analysis for the block Cholesky downdating problem

Cites Work

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• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Least squares modifications with inverse factorizations: Parallel implications
• A numerically stable form of the simplex algorithm
• A modification to the LINPACK downdating algorithm
• Matrix Analysis
• Error Analysis of Some Techniques for Updating Orthogonal Decompositions
• On the Modification of LDL T Factorizations
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• A Note on Downdating the Cholesky Factorization
• Methods for Modifying Matrix Factorizations
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems

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