| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4626858 | Applied Mathematics and Computation | 2015 | 8 Pages |
Abstract
Some new rigorous perturbation bounds for the generalized Cholesky factorization with normwise or componentwise perturbations in the given matrix are obtained, where the componentwise perturbation has the form of backward rounding error for the generalized Cholesky factorization algorithm. These bounds can be much tighter than some existing ones while the conditions for them to hold are simple and moderate.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Hanyu Li, Yanfei Yang,