New rigorous perturbation bounds for the generalized Cholesky factorization

DOI10.1016/J.AMC.2015.03.008MaRDI QIDQ6827454zbMATH OpenFDO

Authors Hanyu Li, Yanfei Yang

Publication date 7 June 2018

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

generalized Cholesky factorizationrigorous perturbation boundcomponentwise perturbationnormwise perturbation

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23)

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