On the Perturbation of LU and Cholesky Factors*
| dc.contributor.author | Stewart, G. W. | en_US |
| dc.date.accessioned | 2004-05-31T22:34:52Z | |
| dc.date.available | 2004-05-31T22:34:52Z | |
| dc.date.created | 1995-10 | en_US |
| dc.date.issued | 1998-10-15 | en_US |
| dc.description.abstract | In 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.extent | 103732 bytes | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/1903/761 | |
| dc.language.iso | en_US | |
| dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
| dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
| dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
| dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
| dc.relation.ispartofseries | UM Computer Science Department; CS-TR-3535 | en_US |
| dc.relation.ispartofseries | UMIACS; UMIACS-TR-95-93 | en_US |
| dc.title | On the Perturbation of LU and Cholesky Factors* | en_US |
| dc.type | Technical Report | en_US |