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)

zbMATH Keywords

normperturbation boundssymmetric indefinite matrixgeneralized Cholesky factorizationaugmented matrix

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2142675
• A note on the perturbation analysis for the generalized Cholesky factorization
• On the perturbation of \(LU\) and Cholesky factors
• Multiplicative perturbation analysis for generalized Cholesky factorization

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 Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
• On the perturbation of \(LU\) and Cholesky factors
• 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
• The generalized Cholesky factorization method for saddle point problems

Cited in

(10)

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

This page was built for publication: Perturbation analysis for the generalized Cholesky factorization.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1412628)