Sensitivity analyses for factorizations of sparse or structured matrices
type: Item
instance of: scholarly article
title: Sensitivity analyses for factorizations of sparse or structured matrices
zbMATH Open document ID: 0937.65030
DOI: 10.1016/S0024-3795(98)10100-3
author: Xiao-Wen Chang
author: Christopher C. Paige
published in: Linear Algebra and its Applications
publication date: 1999-11-28T00:00:00Z
review text: The effect of perturbations to a given matrix on the condition numbers of its QR, Choleskey, and related factorization is discussed. For the QR factorization, the authors give a practical example of structure in both the original matrix and perturbation matrices where the value of the new expression for the condition number is never greater than that of the old expression, and show that it is much smaller with particular values. For the Choleskey factorization they closely examine the case where both the original and perturbation matrices are symmetric and tridiagonal, and show that while the value of the new expression for the condition number is always bounded above by that for the old one, the difference can not be significant.
Mathematics Subject Classification ID: 65F05
Mathematics Subject Classification ID: 65F35
Mathematics Subject Classification ID: 65F50
zbMATH DE Number: 1371006
zbMATH Keywords: condition number
zbMATH Keywords: QR factorization
zbMATH Keywords: Choleskey factorization
zbMATH Keywords: structured matrices
zbMATH Keywords: sparse matrices
reviewed by: R. P. Tewarson
describes a project that uses: mctoolbox
MaRDI profile type: Publication
Wikidata QID: Q114122544
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description: scientific article; zbMATH DE number 1371006