TY - JOUR T1 - On the Perturbation of LU and Cholesky Factors JF - IMA Journal of Numerical AnalysisIMA J Numer Anal Y1 - 1997 A1 - Stewart, G.W. AB - In a recent paper, Chang and Paige have shown that the usual perturbation bounds for Cholesky factors can systematically overestimate the errors. In this note we sharpen their results and extend them to the factors of the LU decomposition. The results are based on a new formula for the first-order terms of the error in the factors. VL - 17 SN - 0272-4979, 1464-3642 UR - http://imajna.oxfordjournals.org/content/17/1/1 CP - 1 M3 - 10.1093/imanum/17.1.1 ER -