On Parlett's matrix norm inequality for the Cholesky decomposition
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- Numerical Lin. Alg. with Applic.
دوره 2 شماره
صفحات -
تاریخ انتشار 1995