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
收藏
页码：243 / 250
页数：8
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