返回
Sensitivity analysis for the generalized Cholesky factorization
DOI:10.1016/j.amc.2019.124556.png)
摘要
En 中文
The explicit expressions of the normwise, mixed, and componentwise condition numbers and their upper bounds for the generalized Cholesky factorization are first obtained. Then, some improved rigorous perturbation bounds with normwise or componentwise perturbation in the given matrix are derived by bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem. Theoretical and experimental results show that these new bounds are always tighter than the corresponding ones in the literature. (C) 2019 Elsevier Inc. All rights reserved.
Keyword:
Generalized Cholesky factorization
Condition number
Rigorous perturbation bound
Lyapunov majorant function
Banach fixed point theorem
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

