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总览 评价 杨艳飞 , 李寒宇 * ( 重庆大学数学与统计学院,重庆市 401331; ) 摘要: 广义Cholesky分解和Cholesky-like分解是经典的Cholesky分解的推广。本文结合矩阵方程和改进的矩阵方程方法,给出了关于这两个分解的严格乘法扰动界。作为特殊情况,我们也
杨艳飞, 李寒宇*
(
重庆大学数学与统计学院,重庆市 401331; )
摘要:
广义Cholesky分解和Cholesky-like分解是经典的Cholesky分解的推广。本文结合矩阵方程和改进的矩阵方程方法,给出了关于这两个分解的严格乘法扰动界。作为特殊情况,我们也给出了这两个分解的相应的一阶乘法扰动界。其中的一些结果改进了现有的结果。
关键词:
乘法扰动;Generalized Cholesky分解;Cholesky-like分解;严格扰动界;一阶扰动界
Yang Yanfei, Li Hanyu*
(
Department of Mathematics and Statistics, University of Chongqing, Chongqing 401331; )
Abstract:
The generalized Cholesky factorization and the Cholesky-like factorization are two generalizations of the classic Cholesky factorization. In this paper, the rigorous multiplicative perturbation bounds for the two factorizations are derived using the matrix equation and the refined matrix equation approaches. The corresponding first order multiplicative perturbation bounds, as special cases, are also presented. Some of these results improve the corresponding ones given in the literature.
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