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 factorizationperturbation analysisrank-one modificationdowndating

Mathematics Subject Classification ID

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

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

• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 3490349 (Why is no real title available?)
• scientific article; zbMATH DE number 3633692 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• A Note on Downdating the Cholesky Factorization
• A modification to the LINPACK downdating algorithm
• A numerically stable form of the simplex algorithm
• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Error Analysis of Some Techniques for Updating Orthogonal Decompositions
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Least squares modifications with inverse factorizations: Parallel implications
• Matrix Analysis
• Methods for Modifying Matrix Factorizations
• On the Modification of LDL T Factorizations
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization

Cited in

(10)

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

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