Perturbation Analysis of the Cholesky Downdating and QR Updating Problems

DOI10.1137/S0895479893249939MaRDI QIDQ4842563zbMATHOpenAlexFDO

Authors Ji-guang Sun

Publication date 15 January 1996

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479893249939

zbMATH Keywords

Cholesky factorizationcondition number\(QR\) factorization\(QR\) updatingCholesky downdating

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) Conditioning of matrices (15A12)

Recommendations

• Perturbation Analyses for the Cholesky Downdating Problem
• A perturbation analysis of the problem of downdating a Cholesky factorization
• Sensitivity analysis for the generalized Cholesky block downdating problem
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• Sensitivity analysis for the block Cholesky downdating problem

Cited in

(12)

• A perturbation analysis of the problem of downdating a Cholesky factorization
• Multiplicative perturbation bounds for the block Cholesky downdating problem
• Sensitivity analysis for the block Cholesky downdating problem
• Error Analysis of QR Updating with Exponential Windowing
• scientific article; zbMATH DE number 4166703 (Why is no real title available?)
• Adaptive Condition Estimation for Rank-One Updates of QR Factorizations
• Perturbation analysis for block downdating of the generalized Cholesky factorization
• Perturbation analysis for block downdating of a Cholesky decomposition
• Perturbation and error analyses for block downdating of a Cholesky decomposition
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem
• Updating and downdating an upper trapezoidal sparse orthogonal factorization†

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