Sensitivity analysis for the generalized Cholesky block downdating problem (Q5069196)
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scientific article; zbMATH DE number 7505519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis for the generalized Cholesky block downdating problem |
scientific article; zbMATH DE number 7505519 |
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Sensitivity analysis for the generalized Cholesky block downdating problem (English)
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8 April 2022
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generalized Cholesky block downdating problem
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rigorous perturbation bound
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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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