Two-sided generalized hyperbolic QR factorization and its perturbation analysis (Q1931739): Difference between revisions

The authors propose a two-sided generalized hyperbolic QR factorization of a matrix pair, i.e., a generalization of the generalized QR factorization. More precisely, two orthogonal matrices in the generalized QR factorization are replaced with two corresponding \(J\)-orthogonal matrices, where \(J\) is a signature matrix. Then, the perturbation analysis of the new matrix factorization is considered. Some first order norm-wise perturbation bounds are derived using the refined matrix equation approach and the updated matrix-vector equation approach. In particular, the corresponding perturbation bounds for the generalized QR factorization are also obtained, bounds that can be much tighter than the previous ones derived from \textit{A. Barrlund} [Linear Algebra Appl. 207, 251--271 (1994; Zbl 0815.65046)].