A note on the perturbation analysis for the generalized Cholesky factorization |
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| Authors: | Hanyu Li Hu Yang |
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| Institution: | a College of Mathematics and Physics, Chongqing University, Chongqing 400044, People’s Republic of China
b Department of Mathematics and Physics, Chongqing University of Science and Technique, Chongqing 401331, People’s Republic of China |
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| Abstract: | In this note, we consider the perturbation analysis for the generalized Cholesky factorization further. The conditions for the main theorems of the paper W.-G. Wang, J.-X. Zhao, Perturbation analysis for the generalized Cholesky factorization, Appl. Math. Comput. 147 (2004) 601-606] are weakened by using an alternative method. Moreover, some new perturbation bounds are also derived. |
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| Keywords: | Generalized Cholesky factorization Symmetric quasidefinite matrix Perturbation bound |
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