Rigorous Multiplicative Perturbation Bounds for the Generalized Cholesky Factorization and the Cholesky–like Factorization
نویسندگان
چکیده
The generalized Cholesky factorization and the Cholesky-like factorization are two generalizations of the classic Cholesky factorization. In this paper, the rigorous multiplicative perturbation bounds for the two factorizations are derived using the matrix equation and the refined matrix equation approaches. The corresponding first-order multiplicative perturbation bounds, as special cases, are also presented. Mathematics subject classification (2010): 15A23, 15A45.
منابع مشابه
Perturbation analysis for the generalized Cholesky factorization
Let K be a symmetric indefinite matrix. Suppose that K 1⁄4 LJL is the generalized Cholesky factorization of K. In this paper we present perturbation analysis for the generalized Cholesky factorization. We obtain the first-order bound on the norm of the perturbation in the generalized Cholesky factor. Also, we give rigorous perturbation bounds. 2002 Elsevier Inc. All rights reserved.
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