Componentwise perturbation bounds for some matrix decompositions (Q1195919)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Componentwise perturbation bounds for some matrix decompositions |
scientific article |
Statements
Componentwise perturbation bounds for some matrix decompositions (English)
0 references
26 January 1993
0 references
Componentwise perturbation bounds for the Cholesky, \(LDL^ H\), QR, and LU decompositions are derived. Numerical tests show that the presented perturbation bounds are sharper than perturbation bounds of the same type given earlier by the author [ibid. 31, No. 2, 341-352 (1991; Zbl 0728.65032)]. Furthermore, these bounds reveal the structural characteristics of the perturbations.
0 references
error analysis
0 references
direct methods
0 references
Cholesky decomposition
0 references
QR decomposition
0 references
numerical tests
0 references
LU decompositions
0 references
perturbation bounds
0 references
