Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4598757 | Linear Algebra and its Applications | 2016 | 18 Pages |
Abstract
Some new rigorous perturbation bounds for the Cholesky-like factorization of skew-symmetric matrix are obtained when the original matrix has the normwise or componentwise perturbations, where the componentwise perturbation has the form of backward rounding error for the Cholesky-like factorization algorithm. These bounds can be much tighter than the existing one. Two numerical examples are provided to illustrate these results.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Hanyu Li, Yimin Wei, Yanfei Yang,