Perturbations of Triangular Matrix Factorizations

Author: Galántai A.  

Publisher: Taylor & Francis Ltd

ISSN: 0308-1087

Source: Linear and Multilinear Algebra, Vol.51, Iss.2, 2003-06, pp. : 175-198

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

We derive exact perturbation expressions for the LU, LDU, LDLT and Cholesky factorizations, which are valid for all matrix perturbations that keep nonsingularity and factorability. These results are then used to give upper bounds that improve the known bounds in most of the cases.