Perturbation Analysis of the Cholesky Downdating and QR Updating Problems

DOI10.1137/S0895479893249939zbMATH Open0828.65027OpenAlexW2037180960MaRDI QIDQ4842563FDOQ4842563

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

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• Sensitivity analysis for the block Cholesky downdating problem

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)

Cited In (12)

• Error Analysis of QR Updating with Exponential Windowing
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Adaptive Condition Estimation for Rank-One Updates of QR Factorizations
• Perturbation analysis for block downdating of the generalized Cholesky factorization
• 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
• Title not available (Why is that?)
• Multiplicative perturbation analysis for the generalized Cholesky block downdating problem
• Updating and downdating an upper trapezoidal sparse orthogonal factorization†
• A perturbation analysis of the problem of downdating a Cholesky factorization
• Perturbation and error analyses for block downdating of a Cholesky decomposition

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