Sensitivity analysis for the generalized Cholesky factorization (Q2286072)

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Sensitivity analysis for the generalized Cholesky factorization
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    Sensitivity analysis for the generalized Cholesky factorization (English)
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    9 January 2020
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    generalized Cholesky factorization
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    condition number
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    rigorous perturbation bound
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    Lyapunov majorant function
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    Banach fixed point theorem
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