RIGOROUS MULTIPLICATIVE PERTURBATION BOUNDS FOR THE GENERALIZED CHOLESKY FACTORIZATION AND THE CHOLESKY-LIKE FACTORIZATION

被引：3
|
作者：
Li, Hanyu [1 ]
Yang, Yanfei [1 ]
机构：
[1] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China
来源：
JOURNAL OF MATHEMATICAL INEQUALITIES | 2014年 / 8卷 / 04期
关键词：
Generalized Cholesky factorization; Cholesky-like factorization; multiplicative perturbation; rigorous perturbation bound; first-order perturbation bound;
D O I：
10.7153/jmi-08-70
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The generalized Cholesky factorization and the Cholesky-like factorization are two generalizations of the classic Cholesky factorization. In this paper, the rigorous multiplicative perturbation bounds for the two factorizations are derived using the matrix equation and the refined matrix equation approaches. The corresponding first-order multiplicative perturbation bounds, as special cases, are also presented.
引用
收藏
页码：925 / 937
页数：13
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