Rigorous Perturbation Bounds of Some Matrix Factorizations

DOI10.1137/090778535zbMath1216.65051OpenAlexW1982894432WikidataQ114074370 ScholiaQ114074370MaRDI QIDQ3079774

Damien Stehlé, Xiao-Wen Chang

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ae49fb63adb2d4ed7cf68737c13c26e3ac5ff1a7

zbMATH Keywords

algorithmsCholesky factorizationLU factorizationperturbation analysisQR factorizationcomponentwise perturbationnormwise perturbationrigorous bound

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

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