Perturbation bounds for the Cholesky and QR factorizations (Q805150)

Concerning positive definite matrices A, \(A+E\) with the Cholesky factorizations \(A=LL^ H\), \(A+E=(L+G)(L+G)^ H,\) lower and upper bounds for \(\| G\|_ F/\| L\|_ p\) are given, where \(\|.\|_ F\) is the Frobenius, \(\|.\|_ 2\) the spectral norm and \(p=2,F.\) Similar results are obtained concerning the QR factorization of a complex \(m\times n\) matrix of rank n.