메뉴 건너뛰기




Volumn 16, Issue 4, 1996, Pages 457-484

New perturbation analyses for the Cholesky factorization

Author keywords

[No Author keywords available]

Indexed keywords

NUMBER THEORY; NUMERICAL METHODS;

EID: 0030495056     PISSN: 02724979     EISSN: None     Source Type: Journal    
DOI: 10.1093/imanum/16.4.457     Document Type: Article
Times cited : (35)

References (20)
  • 1
    • 85033768648 scopus 로고
    • A new perturbation analysis for R in the QR factorization
    • McGill University, School of Computer Science
    • CHANG, X.-W., & PAIGE, C. C. 1995 A new perturbation analysis for R in the QR factorization. Technical Report SOCS-95.7, McGill University, School of Computer Science.
    • (1995) Technical Report SOCS-95.7
    • Chang, X.-W.1    Paige, C.C.2
  • 4
    • 0001290746 scopus 로고
    • Estimating extremal eigenvalues and condition number of matrices
    • DIXON, J. D. 1983 Estimating extremal eigenvalues and condition number of matrices. SIAM J. Numer. Anal. 20, 812-814.
    • (1983) SIAM J. Numer. Anal. , vol.20 , pp. 812-814
    • Dixon, J.D.1
  • 5
    • 0023538126 scopus 로고
    • A survey of condition number estimation for triangular matrices
    • HIGHAM, N. J. 1987 A survey of condition number estimation for triangular matrices. SIAM Rev. 29, 575-596
    • (1987) SIAM Rev. , vol.29 , pp. 575-596
    • Higham, N.J.1
  • 6
    • 0003306408 scopus 로고
    • Analysis of the Cholesky decomposition of a semi-definite matrix
    • (M. G. Cox and S. J. Hammarling, eds). Oxford: Oxford University Press
    • HIGHAM, N. J. 1990 Analysis of the Cholesky decomposition of a semi-definite matrix. Reliable Numerical Computation (M. G. Cox and S. J. Hammarling, eds). Oxford: Oxford University Press, pp 161-186.
    • (1990) Reliable Numerical Computation , pp. 161-186
    • Higham, N.J.1
  • 8
    • 0000491435 scopus 로고
    • Numerical linear algebra
    • KAHAN, W. 1966 Numerical linear algebra. Can. Math. Bull. 9, 757-801.
    • (1966) Can. Math. Bull. , vol.9 , pp. 757-801
    • Kahan, W.1
  • 9
    • 0020983983 scopus 로고
    • Refined error analyses of Cholesky factorization
    • MEINGUET, J. 1983 Refined error analyses of Cholesky factorization. SIAM J. Numer. Anal. 20, 1243-1250.
    • (1983) SIAM J. Numer. Anal. , vol.20 , pp. 1243-1250
    • Meinguet, J.1
  • 10
    • 0001162599 scopus 로고
    • Error and perturbation bounds for subspaces associated with certain eigenvalue problems
    • STEWART, G. W. 1973 Error and perturbation bounds for subspaces associated with certain eigenvalue problems. SIAM Rev. 15, 727-764.
    • (1973) SIAM Rev. , vol.15 , pp. 727-764
    • Stewart, G.W.1
  • 11
    • 0001333621 scopus 로고
    • Perturbation bounds for the QR factorization of a matrix
    • STEWART, G. W. 1977 Perturbation bounds for the QR factorization of a matrix. SIAM J. Numer. Anal. 14, 509-518.
    • (1977) SIAM J. Numer. Anal. , vol.14 , pp. 509-518
    • Stewart, G.W.1
  • 12
    • 21344485019 scopus 로고
    • On the perturbation of LU, Cholesky, and QR factorizations
    • STEWART, G. W. 1993 On the perturbation of LU, Cholesky, and QR factorizations. SIAM J. Matrix Anal. Appl. 14, 1141-1146.
    • (1993) SIAM J. Matrix Anal. Appl. , vol.14 , pp. 1141-1146
    • Stewart, G.W.1
  • 13
    • 0031517968 scopus 로고
    • The triangular matrices of Gaussian elimination and related decompositions
    • Technical Report CS-TR-3533 UMIACS-TR-95-91, University of Maryland, Department of Computer Science. in press
    • STEWART, G. W. 1995a The triangular matrices of Gaussian elimination and related decompositions. Technical Report CS-TR-3533 UMIACS-TR-95-91, University of Maryland, Department of Computer Science. (IAM J. Numer. Anal. 17, in press.)
    • (1995) IAM J. Numer. Anal. , vol.17
    • Stewart, G.W.1
  • 14
    • 0031512557 scopus 로고
    • On the perturbation of LU and Cholesky factors
    • Technical Report CS-TR-3535 UMIACS-TR-95-93, University of Maryland, Department of Computer Science in press
    • STEWART, G. W. 1995b On the perturbation of LU and Cholesky factors. Technical Report CS-TR-3535 UMIACS-TR-95-93, University of Maryland, Department of Computer Science. (IMA J. Numer. Anal. 17, in press.)
    • (1995) IMA J. Numer. Anal. , vol.17
    • Stewart, G.W.1
  • 16
    • 0001059564 scopus 로고
    • Perturbation bounds for the Cholesky and QR factorization
    • SUN, J.-G. 1991 Perturbation bounds for the Cholesky and QR factorization. BIT 31, 341-352.
    • (1991) BIT , vol.31 , pp. 341-352
    • Sun, J.-G.1
  • 18
    • 0000944097 scopus 로고
    • Componentwise perturbation bounds for some matrix decompositions
    • SUN, J.-G. 1992b Componentwise perturbation bounds for some matrix decompositions. BIT 32, 702-714.
    • (1992) BIT , vol.32 , pp. 702-714
    • Sun, J.-G.1
  • 19
    • 0002090018 scopus 로고
    • Condition numbers and equilibration of matrices
    • VAN DER SLUIS, A. 1969 Condition numbers and equilibration of matrices. Numerische Mathematik 14, 14-23.
    • (1969) Numerische Mathematik , vol.14 , pp. 14-23
    • Van Der Sluis, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.