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On Parlett's matrix norm inequality for the Cholesky decomposition (1995)

Edelman, Alan ; Mascarenhas, Walter F.

New York, NY [u.a.] : Wiley-Blackwell

Numerical Linear Algebra with Applications 2 (1995), S. 243-250

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ISSN: 1070-5325

Keywords: Cholesky ; norm inequality ; perturbation ; Engineering ; Engineering General

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Mathematics

Notes: We show that a certain matrix norm ratio studied by Parlett has a supermum that is O(\documentclass{article}\pagestyle{empty}\begin{document}$\mathop \[\sqrt n \] $\end{document}) when the chosen norm is the Frobenius norm, while it is O(log n) for the 2-norm. This ratio arises in Parlett's analysis of the Cholesky decomposition of an n by n matrix.

Additional Material: 1 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/nla.1680020306

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