Perturbation analysis for block downdating of the generalized Cholesky factorization

DOI10.1016/J.AMC.2012.03.034zbMATH Open1246.65051OpenAlexW2034261415MaRDI QIDQ440899FDOQ440899

Hu Yang, Hanyu Li, Hua Shao

Publication date: 19 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.amc.2012.03.034

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zbMATH Keywords

perturbation analysisblock downdatingfirst order perturbation boundgeneralized Cholesky factorizationrigorous perturbation bound

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Cites Work

• Matrix Analysis
• Methods for Modifying Matrix Factorizations
• Symmetric Quasidefinite Matrices
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• Least squares modifications with inverse factorizations: Parallel implications
• The generalized Cholesky factorization method for saddle point problems
• Perturbation analysis for block downdating of a Cholesky decomposition
• Perturbation analysis for the generalized Cholesky factorization.
• A note on the perturbation analysis for the generalized Cholesky factorization
• A perturbation analysis of the problem of downdating a Cholesky factorization
• Rigorous Perturbation Bounds of Some Matrix Factorizations
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
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• Perturbation Analyses for the Cholesky Downdating Problem
• A Note on Downdating the Cholesky Factorization
• Perturbation Analysis of the Cholesky Downdating and QR Updating Problems

Cited In (5)

• Sensitivity analysis for the generalized Cholesky block downdating problem
• Multiplicative perturbation bounds for the block Cholesky downdating problem
• Sensitivity analysis for the block Cholesky downdating problem
• Perturbation analysis for block downdating of a Cholesky decomposition
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem

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