Sensitivity analysis for the block Cholesky downdating problem
DOI10.1080/00207160.2019.1613528zbMath1483.65063OpenAlexW2943603151WikidataQ127936050 ScholiaQ127936050MaRDI QIDQ5030641
Hanyu Li, Aamir Farooq, Mahvish Samar, Chun-Lai Mu
Publication date: 17 February 2022
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2019.1613528
Banach fixed point theoremLyapunov majorant functionrigorous perturbation boundmixed and componentwise condition numbersnormwise condition numberprobabilistic spectral norm estimatorblock Cholesky downdating problemSSCE method
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)
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