On Parlett's matrix norm inequality for the Cholesky decomposition

DOI10.1002/NLA.1680020306MaRDI QIDQ4850239zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(5)

• Soe asymptotic behaviors associated with matrix decompositions
• On the stability of the incomplete Cholesky decomposition for a singular perturbed problem, where the coefficient matrix is not an M‐matrix
• Mixed precision sketching for least-squares problems and its application in GMRES-based iterative refinement
• Estimating Wold matrices and vector moving average processes
• Precision and Cholesky factor estimation for Gaussian processes

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