Perturbation Analyses for the Cholesky Downdating Problem

DOI10.1137/S0895479896304113MaRDI QIDQ4389084zbMATH OpenOpenAlexFDO

Authors Xiao-Wen Chang, Christopher C. Paige

Publication date 11 May 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479896304113

zbMATH Keywords

sensitivityCholesky factorizationperturbation analysisdowndatingconditionasymptotic condition

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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Cited in

(10)

• Sensitivity analyses for factorizations of sparse or structured matrices
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Perturbation Analysis of the Cholesky Downdating and QR Updating Problems
• Perturbation analysis for block downdating of the generalized Cholesky factorization
• Multiplicative perturbation bounds for the block Cholesky downdating problem
• Sensitivity analysis for the block Cholesky downdating problem
• Improved rigorous perturbation bounds for the LU and QR factorizations.
• Perturbation analysis for block downdating of a Cholesky decomposition
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem
• A perturbation analysis of the problem of downdating a Cholesky factorization

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