Sensitivity analysis for the block Cholesky downdating problem (Q5030641)
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scientific article; zbMATH DE number 7476026
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| English | 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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0.9819957
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0.90063304
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0.89175355
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0.8911673
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0.88326883
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0.8815359
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0.8792909
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0.87888205
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0.8468744
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