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广义Cholesky分解新的扰动分析
引用本文:房喜明.广义Cholesky分解新的扰动分析[J].湛江师范学院学报,2009,30(3):16-20.
作者姓名:房喜明
作者单位:肇庆学院,数学与信息科学学院,广东,肇庆,526061
基金项目:肇庆学院科学研究基金资助项目 
摘    要:设实对称矩阵K具有广义Cholesky分解,证得扰动矩阵的广义Cholesky分解满足:||ΔL||F/||L||2≤Kc(k)ε+O(ε^2).例子表明此扰动结果比以往的结果更精确.

关 键 词:矩阵的广义Cholesky分解  扰动  矩阵范数

New Perturbation Analysis for the Generalized Cholesky Factorization
FANG Xi-ming.New Perturbation Analysis for the Generalized Cholesky Factorization[J].Journal of Zhanjiang Normal College,2009,30(3):16-20.
Authors:FANG Xi-ming
Institution:FANG Xi-ming (Faculty of Mathematics and Information Sciences, Zhaoqing University, Zhaoqing, Guangdong 526061,China)
Abstract:Suppose real symmetric matrix has the generalized Cholesky factorization,it is proved that the generalized Cholesky factorization of perturbing matrix satisfies:||ΔL||F/||L||2≤Kc(k)ε+O(ε^2). One example shows that this perturbation result is more precise than ever.
Keywords:generalized Cholesky factorization of matrix  perturbation  matrix norms
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