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On the Perturbation of LU and Cholesky Factors*

dc.contributor.authorStewart, G. W.en_US
dc.description.abstractIn 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. (Also cross-referenced as UMIACS-TR-95-93)en_US
dc.format.extent103732 bytes
dc.relation.ispartofseriesUM Computer Science Department; CS-TR-3535en_US
dc.relation.ispartofseriesUMIACS; UMIACS-TR-95-93en_US
dc.titleOn the Perturbation of LU and Cholesky Factors*en_US
dc.typeTechnical Reporten_US
dc.relation.isAvailableAtDigital Repository at the University of Marylanden_US
dc.relation.isAvailableAtUniversity of Maryland (College Park, Md.)en_US
dc.relation.isAvailableAtTech Reports in Computer Science and Engineeringen_US
dc.relation.isAvailableAtUMIACS Technical Reportsen_US

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