On Parlett's matrix norm inequality for the Cholesky decomposition
نویسندگان
چکیده
منابع مشابه
On Parlett's matrix norm inequality for the Cholesky decomposition
Dedicated to our friends Beresford and Velvel on the occasion of their sixtieth birthdays. ABSTRACT We show that a certain matrix norm ratio studied by Parlett has a supremum that is O(p n) when the chosen norm is the Frobenius norm, while it is O(log n) for the 2-norm. This ratio arises in Parlett's analysis of the Cholesky decomposition of an n by n matrix.
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 1995
ISSN: 1070-5325,1099-1506
DOI: 10.1002/nla.1680020306