Sensitivity analysis for the generalized Cholesky factorization

DOI10.1016/J.AMC.2019.124556MaRDI QIDQ2286072zbMATH OpenOpenAlexWikidataFDO

Authors Mahvish Samar, Aamir Farooq, Hanyu Li, Chunlai Mu

Publication date 9 January 2020

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

Full work available at URL https://doi.org/10.1016/j.amc.2019.124556

zbMATH Keywords

Banach fixed point theoremcondition numbergeneralized Cholesky factorizationLyapunov majorant functionrigorous perturbation bound

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Matrix exponential and similar functions of matrices (15A16) Factorization of matrices (15A23) Miscellaneous inequalities involving matrices (15A45) Computation of special functions and constants, construction of tables (65D20) Direct numerical methods for linear systems and matrix inversion (65F05) Algorithms with automatic result verification (65G20)

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Cites work

• A note on the perturbation analysis for the generalized Cholesky factorization
• Accuracy and Stability of Numerical Algorithms
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• Improved rigorous perturbation bounds for the LU and QR factorizations.
• On condition numbers for the canonical generalized polar decompostion of real matrices
• Perturbation analysis for the generalized Cholesky factorization.
• The generalized Cholesky factorization method for saddle point problems

Cited in

(12)

• Sensitivity analyses for factorizations of sparse or structured matrices
• A note on rounding-error analysis of Cholesky factorization
• Refined rigorous perturbation bounds for the SR decomposition
• Perturbation analysis for the Takagi vector matrix
• A note on the perturbation analysis for the generalized Cholesky factorization
• scientific article; zbMATH DE number 1735440 (Why is no real title available?)
• Sensitivity analysis algorithm for the state chi-square test
• Sensitivity analysis for the block Cholesky downdating problem
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization
• Rice condition numbers of QR and Cholesky factorizations
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem

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Uses Software

• mctoolbox

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