On the Perturbation of LU, Cholesky, and QR Factorizations
On the Perturbation of LU, Cholesky, and QR Factorizations
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Date
1998-10-15
Authors
Stewart, G. W.
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Abstract
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)