Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization

Aamir Farooq; Mahvish Samar; Hanyu Li; Chunlai Mu

doi:10.7153/mia-2019-22-10

Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization

Aamir Farooq, Mahvish Samar, Hanyu Li, Chunlai Mu

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

Some improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization which are two generalizations of the classic Cholesky factorization are obtained by bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem. These bounds are continually tighter than the corresponding ones given in the literature.

Original language	English (US)
Pages (from-to)	133-149
Number of pages	17
Journal	Mathematical Inequalities and Applications
Volume	22
DOIs	https://doi.org/10.7153/mia-2019-22-10
State	Published - Jan 1 2019
Externally published	Yes

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Generated from Scopus record by KAUST IRTS on 2023-09-21

ASJC Scopus subject areas

Applied Mathematics
General Mathematics

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10.7153/mia-2019-22-10

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abstract = "Some improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization which are two generalizations of the classic Cholesky factorization are obtained by bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem. These bounds are continually tighter than the corresponding ones given in the literature.",

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AU - Samar, Mahvish

AU - Li, Hanyu

AU - Mu, Chunlai

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PY - 2019/1/1

Y1 - 2019/1/1

N2 - Some improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization which are two generalizations of the classic Cholesky factorization are obtained by bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem. These bounds are continually tighter than the corresponding ones given in the literature.

AB - Some improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization which are two generalizations of the classic Cholesky factorization are obtained by bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem. These bounds are continually tighter than the corresponding ones given in the literature.

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JF - Mathematical Inequalities and Applications

ER -

Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization

Abstract

Bibliographical note

ASJC Scopus subject areas

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