On Parlett's matrix norm inequality for the Cholesky decomposition | Zendy

Edelman Alan | Zendy; Mascarenhas Walter F. | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

On Parlett's matrix norm inequality for the Cholesky decomposition

Author(s) -

Edelman Alan,

Mascarenhas Walter F.

Publication year - 1995

Publication title -

numerical linear algebra with applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.02

H-Index - 53

eISSN - 1099-1506

pISSN - 1070-5325

DOI - 10.1002/nla.1680020306

Subject(s) - cholesky decomposition , mathematics , matrix norm , norm (philosophy) , minimum degree algorithm , combinatorics , matrix (chemical analysis) , pure mathematics , algebra over a field , incomplete cholesky factorization , chemistry , physics , quantum mechanics , political science , law , eigenvalues and eigenvectors , chromatography

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.

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research