| ON THE SENSITIVITY OF THE LDU FACTORIZATION |
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| 作者姓名： | 李文军 |
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| 作者单位： | Li Wenjun Research and Development Center of Parallel Software，Institute of Software，Chinese Academy of Sciences P.O. Box 8718，Beijing，100080 PRC. |
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| 基金项目： | 863 project of China,under grantnumbers86 3-30 6 -ZD0 1 -0 3-2 ,86 3-30 6 -ZD1 1 -0 3-1,by 973project of China，undergrant number G1 9990 32 80 3 |
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| 摘 要： | 1 IntroductionG.W.Stewart,X.-W.Chang and A.Barralund etc.have done lot of perturbationanalyses on LU,QR and Cholesky factorizations( see5] ,6] ,1 ] ,2 ] ,4 ] ,3 ] ) .We givesensitivity analysisfor LDU factorization in this paper.The LDU factorization ( or LDMT) is an important method in numerical linear algebra( see 7] ) ,and can be viewed as the general form for LDLT factorization. The differencebetween LDU and LU factorizations in upper triangular matrix U,i.e. U is uni…
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ON THE SENSITIVITY OF THE LDU FACTORIZATION |
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| Li Wenjun.ON THE SENSITIVITY OF THE LDU FACTORIZATION[J].Numerical Mathematics A Journal of Chinese Universities English Series,2001,10(1). |
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| Authors: | Li Wenjun |
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| Abstract: | In this paper,we give the sensitivity analyses by two approaches for L,D,U in factorization A=LDU of general perturbations in A which sufficiently small in norm. By the matrix vector equation approach,we derive the sharp condition number for L,D and U factors .By the matrix equation approach we derive corresponding condition estimates. When A is a symmetric matrix,the corresponding results can be obtained for LDL T factorization. |
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| Keywords: | LDU factorization sensitivity condition number condition estimate |
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