Improved rigorous perturbation bounds for the LU and QR factorizations

DOI10.1002/NLA.1998zbMath1374.65032arXiv1405.0179OpenAlexW2113465019WikidataQ114235437 ScholiaQ114235437MaRDI QIDQ5739745

Hanyu Li, Yi-Min Wei

Publication date: 19 July 2016

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0179

zbMATH Keywords

numerical examplesLU factorizationBanach fixed point theoremQR factorizationLyapunov majorant functionrigorous perturbation bound

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

Related Items (14)

Multiplicative perturbation bounds for the block Cholesky downdating problem ⋮ Componentwise perturbation analysis for the generalized Schur decomposition ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ Structured condition numbers for some matrix factorizations of structured matrices ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ Perturbation analysis for the Takagi vector matrix ⋮ Componentwise perturbation analyses for the QR factorization ⋮ Sensitivity analysis for the generalized Cholesky factorization ⋮ New rigorous perturbation bounds for the Cholesky-like factorization of skew-symmetric matrix ⋮ A stochastic perturbation analysis of the QR decomposition and its applications ⋮ Mixed and componentwise condition numbers for matrix decompositions ⋮ Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization ⋮ Perturbation analysis for the QX factorization for centrosymmetric matrices ⋮ Sensitivity analysis for the block Cholesky downdating problem

Uses Software

• mctoolbox
• CSparse
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Cites Work

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