Perturbation Analysis of the Cholesky Downdating and QR Updating Problems

DOI10.1137/S0895479893249939zbMath0828.65027OpenAlexW2037180960MaRDI QIDQ4842563

Ji-guang Sun

Publication date: 15 January 1996

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

Full work available at URL: https://doi.org/10.1137/s0895479893249939

zbMATH Keywords

condition numberCholesky factorization\(QR\) factorization\(QR\) updatingCholesky downdating

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) Conditioning of matrices (15A12)

Related Items (6)

Multiplicative perturbation bounds for the block Cholesky downdating problem ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ 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

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