A note on the perturbation analysis for the generalized Cholesky factorization (Q2266982)

For a symmetric block matrix of the form \(K = \left( \begin{matrix} A & B^T\\B & -C \end{matrix} \right)\) with \(A\) positive definite and \(B\) and \(C\) positive semidefinite, the paper considers the generalized Cholesky factorization \(K = LJL^T\) with \(L\) conformally block lower triangular and \(J = \left( \begin{matrix} I_m&0\\0&-I_n \end{matrix} \right)\) and studies perturbation bounds for \(L\).