A note on the perturbation analysis for the generalized Cholesky factorization

DOI10.1016/J.AMC.2009.12.009MaRDI QIDQ2266982zbMATH OpenOpenAlexFDO

Authors Hanyu Li, Hu Yang, Hua Shao

Publication date 26 February 2010

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

Full work available at URL https://doi.org/10.1016/j.amc.2009.12.009

zbMATH Keywords

generalized Cholesky factorizationperturbation boundsymmetric quasidefinite block matrix

Mathematics Subject Classification ID

Factorization of matrices (15A23) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57) Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

For a symmetric block matrix of the form \(K = \left( \begin{matrix} A & B^T\\B & -C \end{matrix} \right)\) with \(A\) positive definite and \(B\) and \(C\) positive semidefinite, the paper considers the generalized Cholesky factorization \(K = LJL^T\) with \(L\) conformally block lower triangular and \(J = \left( \begin{matrix} I_m&0\\0&-I_n \end{matrix} \right)\) and studies perturbation bounds for \(L\).

Recommendations

• Sensitivity analysis for the generalized Cholesky factorization
• Perturbation analysis for the generalized Cholesky factorization.
• On the Perturbation of the Cholesky Factorization

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Cited in

(11)

• Perturbation analysis for the generalized Cholesky factorization.
• Sensitivity analysis for the generalized Cholesky factorization
• Stability analysis of block \(LDL^{T}\) factorization for symmetric indefinite matrices
• Perturbation analysis for the generalized Schur complement of a positive semi-definite matrix
• 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?)
• On the stability of the incomplete Cholesky decomposition for a singular perturbed problem, where the coefficient matrix is not an M‐matrix
• Multiplicative perturbation analysis for generalized Cholesky factorization
• Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization
• The factorability of symmetric matrices and some implications for statistical linear models

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