Sensitivity analysis for the block Cholesky downdating problem (Q5030641)

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scientific article; zbMATH DE number 7476026
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    Sensitivity analysis for the block Cholesky downdating problem
    scientific article; zbMATH DE number 7476026

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      Sensitivity analysis for the block Cholesky downdating problem (English)
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      17 February 2022
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      block Cholesky downdating problem
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      rigorous perturbation bound
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      normwise condition number
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      mixed and componentwise condition numbers
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      probabilistic spectral norm estimator
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      SSCE method
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      Lyapunov majorant function
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      Banach fixed point theorem
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