A perturbation analysis of the problem of downdating a Cholesky factorization

DOI10.1016/0024-3795(93)90426-OMaRDI QIDQ2365676zbMATH OpenFDO

Authors Yanyan Li

Publication date 29 June 1993

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(93)90426-O

zbMATH Keywords

Cholesky factorizationdowndatingperturbation analysisrank-one modification

Mathematics Subject Classification ID

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

Review text

The downdating problem is known as the rank-one modification of a Cholesky factorization \(R^ TR-zz^ T=D^ TD\), where \(R\) and \(D\) are upper triangular matrices and \(z\) is a column vector. This paper presents a first-order parametrized perturbation analysis of this problem.

Recommendations

• Perturbation Analyses for the Cholesky Downdating Problem
• Perturbation Analysis of the Cholesky Downdating and QR Updating Problems
• A Diagonal Modification for the Downdating Algorithm
• Perturbation analysis for block downdating of a Cholesky decomposition
• Stability Analysis of a Householder-Based Algorithm for Downdating the Cholesky Factorization

Cites work

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Cited in

(11)

• Perturbation analysis for block downdating of a Cholesky decomposition
• An algorithm and stability theory for downdating the ULV decomposition
• Perturbation and error analyses for block downdating of a Cholesky decomposition
• On the Perturbation of the Cholesky Factorization
• Perturbation Analyses for the Cholesky Downdating Problem
• Perturbation analysis for block downdating of the generalized Cholesky factorization
• Perturbation Analysis of the Cholesky Downdating and QR Updating Problems
• Sensitivity analysis for the block Cholesky downdating problem
• Multiplicative perturbation bounds for the block Cholesky downdating problem
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem

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