On the Perturbation of LU, Cholesky, and QR Factorizations

TitleOn the Perturbation of LU, Cholesky, and QR Factorizations
Publication TypeReports
Year of Publication1998
AuthorsStewart G.W
Date Published1998/10/15/
InstitutionInstititue for Advanced Computer Studies, Univ of Maryland, College Park
KeywordsTechnical Report
Abstract

To appear in SIMAXIn 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)
URLhttp://drum.lib.umd.edu/handle/1903/565