Perturbation bounds for triangular and full rank factorizations (Q815231)

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Perturbation bounds for triangular and full rank factorizations
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    Perturbation bounds for triangular and full rank factorizations (English)
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    16 February 2006
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    The author describes sharper perturbation bounds for LU and LDU factorizations which keep nonsingularity and existence of the decompositions. Exact expressions for the perturbation of the triangular factors are derived, which lead to improved componentwise upper bounds.
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    triangular and full rank factorizations
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    rank reduction
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    perturbation bounds
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    LDU factorizations
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    LU factorization
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