Sensitivity analyses for factorizations of sparse or structured matrices

DOI10.1016/S0024-3795(98)10100-3MaRDI QIDQ1124755zbMATH OpenWikidataFDO

Authors Xiao-Wen Chang, Christopher C. Paige

Publication date 28 November 1999

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

sparse matricescondition numberstructured matricesQR factorizationCholeskey factorization

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

• Perturbation Analyses for the QR Factorization
• Sensitivity analysis for the generalized Cholesky factorization
• Structured condition numbers for some matrix factorizations of structured matrices
• Componentwise perturbation analyses for the QR factorization

Cites work

• scientific article; zbMATH DE number 1304522 (Why is no real title available?)
• scientific article; zbMATH DE number 1825544 (Why is no real title available?)
• scientific article; zbMATH DE number 846277 (Why is no real title available?)
• Least Squares Estimation of Discrete Linear Dynamic Systems Using Orthogonal Transformations
• New perturbation analyses for the Cholesky factorization
• On the Perturbation of LU, Cholesky, and QR Factorizations
• On the sensitivity of the LU factorization
• Perturbation Analyses for the Cholesky Downdating Problem
• Perturbation Analyses for the QR Factorization
• Perturbation bounds for the Cholesky and QR factorizations
• Rigorous Perturbation Bounds of Some Matrix Factorizations

Cited in

(13)

• On the sensitivity of the LU factorization
• Condition and error estimates in numerical matrix computations
• Componentwise perturbation analyses for the QR factorization
• Sensitivity analysis for the symplectic QR factorization
• On the Use of Structural Zeros in Orthogonal Factorization
• Perturbations of Triangular Matrix Factorizations
• Perturbation bounds for triangular and full rank factorizations
• Stability and sensitivity of tridiagonal LU factorization without pivoting
• scientific article; zbMATH DE number 1735440 (Why is no real title available?)
• Rice condition numbers of QR and Cholesky factorizations
• Structured condition numbers for some matrix factorizations of structured matrices
• Structured condition numbers and statistical condition estimation for the \(LDU\) factorization
• Sensitivity analysis for the generalized Cholesky factorization

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