New perturbation analyses for the Cholesky

@inproceedings{Changy1995NewPA,
  title={New perturbation analyses for the Cholesky},
  author={factorizationXiao-Wen Changy and Christopher C. PaigeySchool},
  year={1995}
}
  • factorizationXiao-Wen Changy, Christopher C. PaigeySchool
  • Published 1995
We present new perturbation analyses for the Cholesky factorization A = R T R of a symmetric positive deenite matrix A. The analyses more accurately reeect the sensitivity of the problem than previous normwise results. The condition numbers here are altered by any symmetric pivoting used in PAP T = R T R, and both numerical results and an analysis show that the standard method of pivoting is optimal in that it usually leads to a condition number very close to its lower limit for any given A. It… CONTINUE READING
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