Improved rigorous perturbation bounds for the LU and QR factorizations.
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Publication:5739745
DOI10.1002/NLA.1998zbMATH Open1374.65032arXiv1405.0179OpenAlexW2113465019WikidataQ114235437 ScholiaQ114235437MaRDI QIDQ5739745FDOQ5739745
Publication date: 19 July 2016
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1405.0179
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numerical examplesBanach fixed point theoremLU factorizationQR factorizationrigorous perturbation boundLyapunov majorant function
Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)
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Cited In (22)
- Perturbation Theory for Factorizations of LU Type through Series Expansions
- Componentwise perturbation analyses for the QR factorization
- Sensitivity analysis for the generalized Cholesky block downdating problem
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- Improved bound for rank revealing LU factorizations
- Structured condition numbers for some matrix factorizations of structured matrices
- Sensitivity analysis for the generalized Cholesky factorization
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