On the Perturbation of LU and Cholesky Factors
| Title | On the Perturbation of LU and Cholesky Factors |
| Publication Type | Journal Articles |
| Year of Publication | 1997 |
| Authors | Stewart G.W |
| Journal | IMA Journal of Numerical AnalysisIMA J Numer Anal |
| Volume | 17 |
| Issue | 1 |
| Pagination | 1 - 6 |
| Date Published | 1997/01/01/ |
| ISBN Number | 0272-4979, 1464-3642 |
| Abstract | 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. |
| URL | http://imajna.oxfordjournals.org/content/17/1/1 |
| DOI | 10.1093/imanum/17.1.1 |