Perturbation analysis for block downdating of the generalized Cholesky factorization

DOI10.1016/J.AMC.2012.03.034MaRDI QIDQ440899zbMATHOpenAlexFDO

Authors Hanyu Li, Hu Yang, Hua Shao

Publication date 19 August 2012

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

Full work available at URL https://doi.org/10.1016/j.amc.2012.03.034

zbMATH Keywords

perturbation analysisblock downdatingfirst order perturbation boundgeneralized Cholesky factorizationrigorous perturbation bound

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Recommendations

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• scientific article; zbMATH DE number 1022801
• Perturbation Analyses for the Cholesky Downdating Problem
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Cites work

• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 1343494 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Note on Downdating the Cholesky Factorization
• A note on the perturbation analysis for the generalized Cholesky factorization
• A perturbation analysis of the problem of downdating a Cholesky factorization
• Least squares modifications with inverse factorizations: Parallel implications
• Matrix Analysis
• Methods for Modifying Matrix Factorizations
• Perturbation Analyses for the Cholesky Downdating Problem
• Perturbation Analysis of the Cholesky Downdating and QR Updating Problems
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• Perturbation analysis for block downdating of a Cholesky decomposition
• Perturbation analysis for the generalized Cholesky factorization.
• Rigorous Perturbation Bounds of Some Matrix Factorizations
• Symmetric Quasidefinite Matrices
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• The generalized Cholesky factorization method for saddle point problems

Cited in

(6)

• scientific article; zbMATH DE number 1022801 (Why is no real title available?)
• Multiplicative perturbation bounds for the block Cholesky downdating problem
• Sensitivity analysis for the block Cholesky downdating problem
• Perturbation analysis for block downdating of a Cholesky decomposition
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem

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