Perturbation analysis for the generalized Cholesky factorization.

DOI10.1016/S0096-3003(02)00798-1MaRDI QIDQ1412628zbMATH OpenFDO

Authors Jinxi Zhao, Weiguo Wang

Publication date 25 November 2003

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

Full work available at URL https://doi.org/10.1016/S0096-3003(02)00798-1

zbMATH Keywords

augmented matrixgeneralized Cholesky factorizationnormperturbation boundssymmetric indefinite matrix

Mathematics Subject Classification ID

Factorization of matrices (15A23) Miscellaneous inequalities involving matrices (15A45) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The paper deals with perturbation analysis for the generalized Cholesky factorization. Let \(K\) be a symmetric indefinite matrix and \(K=LJL^T\) its generalized Cholesky factorization. The authors obtain the first-order bound on the norm of the perturbation in the generalized Cholesky factor. They also present rigorous perturbation bounds.

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Cites work

• scientific article; zbMATH DE number 108341 (Why is no real title available?)
• scientific article; zbMATH DE number 1009691 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• New perturbation analyses for the Cholesky factorization
• On the perturbation of LU and Cholesky factors
• On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• Perturbation bounds for the Cholesky and QR factorizations
• Perturbation theory for the eigenvalues of factorised symmetric matrices
• Solution of augmented linear systems using orthogonal factorizations
• Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
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Cited in

(10)

• A note on the perturbation analysis for the generalized Cholesky factorization
• Sensitivity analysis for the generalized Cholesky factorization
• Fast solving of weighted pairing least-squares systems
• On the Perturbation of the Cholesky Factorization
• Perturbation analysis for block downdating of the generalized Cholesky factorization
• scientific article; zbMATH DE number 2142675 (Why is no real title available?)
• Multiplicative perturbation analysis for generalized Cholesky factorization
• Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization
• scientific article; zbMATH DE number 4189084 (Why is no real title available?)
• The factorability of symmetric matrices and some implications for statistical linear models

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