Improved rigorous perturbation bounds for the LU and QR factorizations.
From MaRDI portal
Publication:5739745
Abstract: Combining the modified matrix-vector equation approach with the technique of Lyapunov majorant function and the Banach fixed point principle, we obtain new rigorous perturbation bounds for the LU and QR factorizations with normwise or componentwise perturbations in the given matrix, where the componentwise perturbations have the form of backward errors resulting from the standard factorization algorithms. Each of the new rigorous perturbation bounds is a rigorous version of the first-order perturbation bound derived by the matrix-vector equation approach in the literature, and we present their explicit expressions. These bounds improve the results given by Chang and Stehl'{e} [SIAM Journal on Matrix Analysis and Applications 2010; 31:2841--2859]. Moreover, we derive new tighter first-order perturbation bounds including two optimal ones for the LU factorization, and provide the explicit expressions of the optimal first-order perturbation bounds for the LU and QR factorizations.
Recommendations
- Rigorous Perturbation Bounds of Some Matrix Factorizations
- Componentwise perturbation analyses for the QR factorization
- PERTURBATION THEORY FOR THE LU AND QR FACTORIZATIONS
- Perturbation bounds for triangular and full rank factorizations
- New perturbation bounds and condition numbers for the hyperbolic QR factorization
Cites work
- scientific article; zbMATH DE number 47363 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- A New Perturbation Bound for the LDU Factorization of Diagonally Dominant Matrices
- A Survey of Condition Number Estimation for Triangular Matrices
- Accuracy and Stability of Numerical Algorithms
- Cholesky-like factorizations of skew-symmetric matrices
- Direct Methods for Sparse Linear Systems
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
- Improved backward error bounds for LU and Cholesky factorizations
- Matrix factorizations and their perturbations
- New perturbation analyses for the Cholesky factorization
- On perturbation bounds for the QR factorization
- On the Perturbation of LU, Cholesky, and QR Factorizations
- On the perturbation of \(LU\) and Cholesky factors
- On the sensitivity of the LU factorization
- Perturbation Analyses for the Cholesky Downdating Problem
- Perturbation Analyses for the QR Factorization
- Perturbation Bounds for the $QR$ Factorization of a Matrix
- Perturbation Theory for Factorizations of LU Type through Series Expansions
- Perturbation analysis of the QR factor R in the context of LLL lattice basis reduction
- Perturbation bounds for the Cholesky and QR factorizations
- Perturbation bounds for the \(LDL^ H\) and LU decompositions
- Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices
- Rigorous Perturbation Bounds of Some Matrix Factorizations
- Sensitivity analysis for the \(SR\) decomposition
- THE METHOD OF SPLITTING OPERATORS AND LYAPUNOV MAJORANTS IN PERTURBATION LINEAR ALGEBRA AND CONTROL
Cited in
(22)- Perturbation Theory for Factorizations of LU Type through Series Expansions
- Componentwise perturbation analyses for the QR factorization
- A note on the perturbation bound of \(Q\)-factors
- Sensitivity analysis for the generalized Cholesky block downdating problem
- Perturbation analysis for the Takagi vector matrix
- New perturbation bounds and condition numbers for the hyperbolic QR factorization
- Componentwise perturbation analysis for the generalized Schur decomposition
- Multiplicative perturbation bounds for the block Cholesky downdating problem
- Sensitivity analysis for the block Cholesky downdating problem
- scientific article; zbMATH DE number 5494062 (Why is no real title available?)
- A stochastic perturbation analysis of the QR decomposition and its applications
- Perturbation bounds for triangular and full rank factorizations
- PERTURBATION THEORY FOR THE LU AND QR FACTORIZATIONS
- Mixed and componentwise condition numbers for matrix decompositions
- Verified error bounds for matrix decompositions
- Multiplicative perturbation analysis for the generalized Cholesky block downdating problem
- Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization
- Perturbation analysis for the QX factorization for centrosymmetric matrices
- New rigorous perturbation bounds for the Cholesky-like factorization of skew-symmetric matrix
- Improved bound for rank revealing LU factorizations
- Structured condition numbers for some matrix factorizations of structured matrices
- Sensitivity analysis for the generalized Cholesky factorization
This page was built for publication: Improved rigorous perturbation bounds for the LU and QR factorizations.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5739745)
