ON PARLETTS MATRIX NORM INEQUALITY FOR THE CHOLESKY DECOMPOSITION

被引：4

作者：

EDELMAN, A ^{[1
]}

MASCARENHAS, WF ^{[1
]}

机构：

[1] UNIV ESTADUAL CAMPINAS,DEPT MATEMAT,BR-13081 CAMPINAS,BRAZIL

来源：

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS | 1995年 / 2卷 / 03期

关键词：

CHOLESKY; NORM INEQUALITY; PERTURBATION;

D O I：

10.1002/nla.1680020306

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We show that a certain matrix norm ratio studied by Parlett has a supremum that is O(root n) when the chosen norm is the Frobenius norm, while it is O(log n) for the 2-norm. This ratio arises in Parlett's analysis of the Cholesky decomposition of an n by n matrix.

引用

页码：243 / 250

页数：8

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