On Parlett's matrix norm inequality for the Cholesky decomposition

DOI10.1002/NLA.1680020306zbMATH Open0833.65021OpenAlexW2000175447MaRDI QIDQ4850239FDOQ4850239

Authors: Alan Edelman, Walter F. Mascarenhas 

Publication date: 25 February 1996

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/49c217v1

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zbMATH Keywords

Cholesky decompositionmatrix norm inequalitiesParlett's analysis

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Miscellaneous inequalities involving matrices (15A45) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cited In (3)

• Soe asymptotic behaviors associated with matrix decompositions
• Estimating wold matrices and vector moving average processes
• On the stability of the incomplete Cholesky decomposition for a singular perturbed problem, where the coefficient matrix is not an M‐matrix

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