A note on the perturbation analysis for the generalized Cholesky factorization

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In this note, we consider the perturbation analysis for the generalized Cholesky factorization further. The conditions for the main theorems of the paper [W.-G. Wang, J.-X. Zhao, Perturbation analysis for the generalized Cholesky factorization, Appl. Math. Comput. 147 (2004) 601–606] are weakened by using an alternative method. Moreover, some new perturbation bounds are also derived.

论文关键词:Generalized Cholesky factorization,Symmetric quasidefinite matrix,Perturbation bound

论文评审过程:Available online 16 December 2009.

论文官网地址:https://doi.org/10.1016/j.amc.2009.12.009