Perturbation analysis for block downdating of a Cholesky decomposition

DOI10.1007/s002110050072zbMath0808.65042OpenAlexW2076948696MaRDI QIDQ1338816

Haesun Park, Lars Eldén

Publication date: 21 November 1994

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050072

zbMATH Keywords

sensitivityCholesky factorizationconditioningCholesky decompositionblock downdating problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (7)

Multiplicative perturbation bounds for the block Cholesky downdating problem ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ An algorithm and stability theory for downdating the ULV decomposition ⋮ Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ Perturbation analysis for block downdating of the generalized Cholesky factorization ⋮ Sensitivity analysis for the block Cholesky downdating problem

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