Add to ORKGIn a recent paper, Chang and Paige have shown that the usual perturbation bounds for Cholesky factors can systematically overestimate the errors. In this note we sharpen their results and extend them to the factors of the LU decomposition. The results are based on a new formula for the first order terms of the error in the factors. (Also cross-referenced as UMIACS-TR-95-93
Perturbation theory is developed for the Cholesky decomposition of an $n \times n$ symmetric positiv...
We present the first order error bound for the Lyapunov equation AX +XA*= −GG*, where A is perturbed...
We present new perturbation analyses, for the Cholesky factorization A = RJR of a symmetric positive...
To appear in SIMAX In this paper error bounds are derived for a first order expansion of the LU fac...
AbstractComponentwise rounding-error and perturbation bounds for the Cholesky and LDLT factorization...
AbstractWe give componentwise bounds for the perturbations of the LU and LDU factorizations.These bo...
Matrix factorizations are among the most important and basic tools in numerical linear algebra. Pert...
AbstractAn almost sharp overall a priori bound is given for ‖A − LLT‖F, where L is the computed Chol...
Abstract. Assuming standard floating-point arithmetic (in base β, precision p) and barring underflow...
In this paper we derive perturbation theorems for the LU and QR factors. Moreover, bounds for $\kapp...
This work introduces a new perturbation bound for the L factor of the LDU factorization of (row) di...
AbstractThe rank-one modification of a Cholesky factorization R>TR−zzT=DTD, where R and D are upper ...
Abstract. This paper gives sensitivity analyses by two approaches for L and U in the factor-ization ...
Perturbation theory is developed for the Cholesky decomposition of an n \Theta n symmetric positive...
AbstractThere are several ways in which a matrix can be factorized as a product of two special matri...
Perturbation theory is developed for the Cholesky decomposition of an $n \times n$ symmetric positiv...
We present the first order error bound for the Lyapunov equation AX +XA*= −GG*, where A is perturbed...
We present new perturbation analyses, for the Cholesky factorization A = RJR of a symmetric positive...
To appear in SIMAX In this paper error bounds are derived for a first order expansion of the LU fac...
AbstractComponentwise rounding-error and perturbation bounds for the Cholesky and LDLT factorization...
AbstractWe give componentwise bounds for the perturbations of the LU and LDU factorizations.These bo...
Matrix factorizations are among the most important and basic tools in numerical linear algebra. Pert...
AbstractAn almost sharp overall a priori bound is given for ‖A − LLT‖F, where L is the computed Chol...
Abstract. Assuming standard floating-point arithmetic (in base β, precision p) and barring underflow...
In this paper we derive perturbation theorems for the LU and QR factors. Moreover, bounds for $\kapp...
This work introduces a new perturbation bound for the L factor of the LDU factorization of (row) di...
AbstractThe rank-one modification of a Cholesky factorization R>TR−zzT=DTD, where R and D are upper ...
Abstract. This paper gives sensitivity analyses by two approaches for L and U in the factor-ization ...
Perturbation theory is developed for the Cholesky decomposition of an n \Theta n symmetric positive...
AbstractThere are several ways in which a matrix can be factorized as a product of two special matri...
Perturbation theory is developed for the Cholesky decomposition of an $n \times n$ symmetric positiv...
We present the first order error bound for the Lyapunov equation AX +XA*= −GG*, where A is perturbed...
We present new perturbation analyses, for the Cholesky factorization A = RJR of a symmetric positive...