Componentwise perturbation bounds for some matrix decompositions |
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| Authors: | Ji-Guang Sun |
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| Institution: | (1) Institute of Information Processing, University of Umeå, S-901 87 Umeå, Sweden;(2) Department of Mathematics, Linköping University, S-581 83 Linköping, Sweden |
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| Abstract: | Componentwise perturbation bounds for the Cholesky,LDL
H
,QR andLU decompositions are derived. The bounds improve known results of the same type and reveal the structural characteristics of the perturbations.This subject was supported by the Institute of Information Processing of the University of Umeå and the Swedish Natural Science Research Council. |
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| Keywords: | 15A23 65F99 |
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