On the Perturbation of LU, Cholesky, and QR Factorizations

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1998-10-15

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To appear in SIMAX

In this paper error bounds are derived for a first order expansion of the LU factorization of a perturbation of the identity. The results are applied to obtain perturbation expansions of the LU, Cholesky, and QR factorizations. (Also cross-referenced as UMIACS-TR-92-24)

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