Multiplicative perturbation bounds for the Generalized block Cholesky downdating problem

Mahvish Samara; Aamir Farooq

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arXiv · 2106.05444

Multiplicative perturbation bounds for the Generalized block Cholesky downdating problem

Mahvish Samara·Aamir Farooq

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Abstract

The explicit expressions for the strong and the weak rigorous multiplicative perturbation bounds for the Generalized block Cholesky downdating problem are obtained. By bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem, we derived the strong rigorous multiplicative perturbation bounds. By using the matrix-equation approach the weak rigorous multiplicative bounds are presented. Numerical experiments are provided to illustrate the obtained results.

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Mahvish Samara, Aamir Farooq. 2021-06-10. Multiplicative perturbation bounds for the Generalized block Cholesky downdating problem. https://arxiv.org/abs/2106.05444

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