Article ID Journal Published Year Pages File Type
4598757 Linear Algebra and its Applications 2016 18 Pages PDF
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
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