Multiplicative perturbation bounds for the block Cholesky downdating problem

DOI10.1080/00207160.2019.1699072MaRDI QIDQ5031176zbMATH OpenOpenAlexWikidataFDO

Authors Aamir Farooq, Mahvish Samar

Publication date 18 February 2022

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.05444

zbMATH Keywords

Banach fixed point theoremblock Cholesky downdating problemLyapunov majorant fuctionmatrix-equation approachmultiplicative perturbationrigorous perturbation bounds

Mathematics Subject Classification ID

Numerical linear algebra (65F99)

Abstract: The explicit expressions for the strong and the weak rigorous multiplicative perturbation bounds for the Generalized block Cholesky downdating problem are obtained. By bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem, we derived the strong rigorous multiplicative perturbation bounds. By using the matrix-equation approach the weak rigorous multiplicative bounds are presented. Numerical experiments are provided to illustrate the obtained results.

Recommendations

• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem
• Sensitivity analysis for the block Cholesky downdating problem
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Perturbation Analyses for the Cholesky Downdating Problem
• Perturbation and error analyses for block downdating of a Cholesky decomposition

Cites work

• A Note on Downdating the Cholesky Factorization
• A perturbation analysis of the problem of downdating a Cholesky factorization
• Accurate Downdating of Least Squares Solutions
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization
• Improved rigorous perturbation bounds for the LU and QR factorizations.
• Mixed and componentwise condition numbers for matrix decompositions
• Multiplicative perturbation analysis for QR factorizations
• Multiplicative perturbation bounds for the SR factorization
• New rigorous perturbation bounds for the Cholesky-like factorization of skew-symmetric matrix
• Perturbation Analyses for the Cholesky Downdating Problem
• Perturbation Analyses for the QR Factorization
• Perturbation analysis for block downdating of a Cholesky decomposition
• Perturbation analysis for block downdating of the generalized Cholesky factorization
• Perturbation Analysis of the Cholesky Downdating and QR Updating Problems
• Sensitivity analysis for the block Cholesky downdating problem
• Sensitivity analysis for the symplectic QR factorization
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization

Cited in

(5)

• Perturbation analysis for block downdating of a Cholesky decomposition
• Perturbation analysis for the Takagi vector matrix
• Sensitivity analysis for the block Cholesky downdating problem
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem

This page was built for publication: Multiplicative perturbation bounds for the block Cholesky downdating problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5031176)