Improved Backward Error Bounds for LU and Cholesky Factorizations

Assuming standard floating-point arithmetic (in base $\beta$, precision $p$) and barring underflow and overflow, classical rounding error analysis of the LU or Cholesky factorization of an $n\times n$ matrix $A$ provides backward error bounds of the form $|\Delta A| \le \gamma_n |\widehat L| |\wideh...

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Bibliographic Details
Published in:	SIAM journal on matrix analysis and applications Vol. 35; no. 2; pp. 684 - 698
Main Authors:	Rump, Siegfried M., Jeannerod, Claude-Pierre
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
Subjects:	Algorithms Arithmetic Cholesky factorization Computation Computer Arithmetic Computer Science Error analysis Errors Floating point arithmetic Mathematical models Numerical Analysis floating-point summation rounding error analysis LU factorization triangular system solving Cholesky factorization backward error
ISSN:	0895-4798, 1095-7162
Online Access:	Get full text
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