Perturbation Analyses for the Cholesky Downdating Problem

DOI10.1137/S0895479896304113zbMath0917.65044OpenAlexW2059084675MaRDI QIDQ4389084

Xiao-Wen Chang, Christopher C. Paige

Publication date: 11 May 1998

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

Full work available at URL: https://doi.org/10.1137/s0895479896304113

zbMATH Keywords

sensitivityCholesky factorizationperturbation analysisasymptotic conditiondowndatingcondition

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) 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 ⋮ Sensitivity analyses for factorizations of sparse or structured matrices ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ Perturbation analysis for block downdating of the generalized Cholesky factorization ⋮ Improved rigorous perturbation bounds for the LU and QR factorizations ⋮ Sensitivity analysis for the block Cholesky downdating problem

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