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Sensitivity analysis for the generalized Cholesky factorization

Author

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  • Samar, Mahvish
  • Farooq, Aamir
  • Li, Hanyu
  • Mu, Chunlai

Abstract

The explicit expressions of the normwise, mixed, and componentwise condition numbers and their upper bounds for the generalized Cholesky factorization are first obtained. Then, some improved rigorous perturbation bounds with normwise or componentwise perturbation in the given matrix are derived by bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem. Theoretical and experimental results show that these new bounds are always tighter than the corresponding ones in the literature.

Suggested Citation

  • Samar, Mahvish & Farooq, Aamir & Li, Hanyu & Mu, Chunlai, 2019. "Sensitivity analysis for the generalized Cholesky factorization," Applied Mathematics and Computation, Elsevier, vol. 362(C), pages 1-1.
    • Handle: RePEc:eee:apmaco:v:362:y:2019:i:c:25
    DOI: 10.1016/j.amc.2019.124556
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    References listed on IDEAS

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    1. Sakurama, Kazunori & Miura, Masashi, 2017. "Distributed constraint optimization on networked multi-agent systems," Applied Mathematics and Computation, Elsevier, vol. 292(C), pages 272-281.
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    3. Li, Hongjie & Zhu, Yinglian & jing, Liu & ying, Wang, 2018. "Consensus of second-order delayed nonlinear multi-agent systems via node-based distributed adaptive completely intermittent protocols," Applied Mathematics and Computation, Elsevier, vol. 326(C), pages 1-15.
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