Multiplicative perturbation bounds for the block Cholesky downdating problem

Aamir Farooq, Mahvish Samar

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

In this paper, we give the explicit expressions for the strong and the weak rigorous multiplicative perturbation bounds for the block Cholesky downdating problem. First, we derived the strong rigorous multiplicative perturbation bounds by combining the modified matrix-vector equation approach with the strategy for Lyapunov majorant function and the Banach fixed point theorem. Then, the weak rigorous multiplicative bounds are obtained with the help of the matrix-equation approach. The obtained results are illustrated by numerical tests.
Original languageEnglish (US)
Pages (from-to)2421-2435
Number of pages15
JournalInternational Journal of Computer Mathematics
Volume97
Issue number12
DOIs
StatePublished - Jan 1 2020
Externally publishedYes

Bibliographical note

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

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