Modified Gram–Schmidt-based methods for block downdating the Cholesky factorization
نویسندگان
چکیده
منابع مشابه
Perturbation Analyses for the Cholesky Downdating Problem
New perturbation analyses are presented for the block Cholesky downdating problem U T U = R T R ? X T X. These show how changes in R and X alter the Cholesky factor U. There are two main cases for the perturbation matrix R in R: (1) R is a general matrix; (2))R is an upper triangular matrix. For both cases, rst order perturbation bounds for the downdated Cholesky factor U are given using two ap...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2011
ISSN: 0377-0427
DOI: 10.1016/j.cam.2010.09.003