Perturbation bounds for the \(LDL^ H\) and LU decompositions

DOI10.1007/BF01931295zbMath0733.65017OpenAlexW391050230MaRDI QIDQ809540

Anders Barrlund

Publication date: 1991

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01931295

zbMATH Keywords

perturbation boundspositive definiteLU decomposition\(LDL^ H\)-decomposition

Mathematics Subject Classification ID

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

Related Items

Stability of block \(LU\) factorization for block tridiagonal block \(H\)-matrices, The forward rounding error analysis of the partial pivoting quaternion LU decomposition, Perturbation and error analyses of the partitioned \textit{LU} factorization for block tridiagonal linear systems, Exponential splittings of products of matrices and accurately computing singular values of long products, Rounding-error and perturbation bounds for the Cholesky and \(LDL^ T\) factorizations, Componentwise perturbation bounds for some matrix decompositions, Numerical stability of orthogonalization methods with a non-standard inner product, Improved rigorous perturbation bounds for the LU and QR factorizations, Mixed and componentwise condition numbers for matrix decompositions, Perturbations of Triangular Matrix Factorizations, On the sensitivity of the LU factorization, Stability and sensitivity of tridiagonal LU factorization without pivoting, Perturbation bounds for triangular and full rank factorizations

Cites Work

• Perturbation bounds for the Cholesky and QR factorizations
• Perturbation bounds on the polar decomposition
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