On the perturbation of LU and Cholesky factors

IMA Journal of Numerical Analysis

Volumn 17, Issue 1, 1997, Pages 1-6

  Stewart, G W ^a  

^a University of Maryland ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CHOLESKY FACTOR; FIRST ORDER; LU DECOMPOSITION; PERTURBATION BOUNDS;

EID: 0031512557     PISSN: 02724979     EISSN: None     Source Type: Journal    
DOI: 10.1093/imanum/17.1.1     Document Type: Article

References (8)

1. H and the LU factorizations. BIT 31, 358-63.
2. CHANG, X.-W., PAIGE, C. C., & STEWART, G. W. 1996 New perturbation analyses for the Cholesky factorization. IMA J. Numer. Anal. 16, 457-484.
3. STEWART, G. W. 1977 Perturbation bounds for the QR factorization of a matrix. SIAM J. Numer. Anal. 1977, 509-18.
4. STEWART, G. W. 1993 On the perturbation of LU, Cholesky, and QR factorizations. SIAM J. Matrix Anal. Applic. 14, 1141-6.
5. STEWART, G. W. 1995 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.
6. STEWART, G. W., & SUN, J.-G. 1990 Matrix Perturbation Theory. (Boston: Academic).
7. T factorizations. Lin. Algebra Applic. 173, 77-98.
8. VAN DER SLUIS, A. 1969 Condition numbers and equilibration of matrices. Numerische Mathematik 14, 14-23.