New perturbation analyses for the Cholesky factorization

DOI10.1093/IMANUM/16.4.457MaRDI QIDQ5687778zbMATH OpenOpenAlexFDO

Authors Xiao-Wen Chang, Christopher C. Paige, G. W. Stewart

Publication date 16 December 1996

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/16.4.457

zbMATH Keywords

Cholesky factorizationcondition numberdirect methodsperturbation analysissymmetric positive definite matrix

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

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(23)

• Detection of near-singularity in Cholesky and LDL^ T factorizations
• Sensitivity analyses for factorizations of sparse or structured matrices
• On the sensitivity of the LU factorization
• Perturbation analysis for the generalized Cholesky factorization.
• Structured condition numbers for some matrix factorizations of structured matrices
• A note on rounding-error analysis of Cholesky factorization
• Structured condition numbers and statistical condition estimation for the \(LDU\) factorization
• A note on the perturbation analysis for the generalized Cholesky factorization
• On the perturbation of LU and Cholesky factors
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• On the Perturbation of the Cholesky Factorization
• Perturbations of Triangular Matrix Factorizations
• Symmetric rank-one updates from partial spectrum with an application to out-of-sample extension
• Improved rigorous perturbation bounds for the LU and QR factorizations.
• Mixed and componentwise condition numbers for matrix decompositions
• New rigorous perturbation bounds for the Cholesky-like factorization of skew-symmetric matrix
• New Characterization of the Factor Refinement Algorithm with Applications
• The forward rounding error analysis of the partial pivoting quaternion LU decomposition
• On optimality and bounds for internal solutions generated from boundary data-driven Gramians
• Data generated internal solutions for the plasma wave equation: error bounds and numerical experiments in two dimensions
• Policy optimization for reinforcement learning in continuous time and space
• Perturbation bounds for triangular and full rank factorizations

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