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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Numerische Mathemati...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Numerische Mathematik
Article . 2001 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Data sources: zbMATH Open
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Article . 2001
Data sources: DBLP
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Componentwise perturbation analyses for the QR factorization

Authors: Xiao-Wen Chang; Christopher C. Paige;

Componentwise perturbation analyses for the QR factorization

Abstract

Consider the QR factorization of a matrix \(A=QR\) and suppose that the factorization of the perturbed matrix is \(A+\Delta A=(Q+\Delta Q)(R+\Delta R)\). The perturbation analysis bounds \(\Delta Q\) and \(\Delta R\) in terms of \(\Delta A\). By using better, i.e., more elementwise individualized bounds for \(\Delta A\), and more accurate estimates for intermediate bounds, better results can be obtained than what was previously available in the literature. The perturbations considered are of the form \(|\Delta A|\leq\varepsilon C|A|D\) with for any matrix \(M\), the notation \(|M|\) means elementwise absolute values. The matrix \(C\) has elements \(c_{ij}\) with \(0\leq c_{ij}\leq 1\), \(D\) is a diagonal matrix with positive elements and \(\varepsilon\) depends on the size of the matrix \(A\). This type of perturbation was also considered by \textit{H. Zha} [SIAM J. Matrix Anal. Appl. 14, 1124-1131 (1993; Zbl 0787.65014)]. Precise analysis of the problem shows for example that a column pivoting strategy will improve the bounds for the condition number of \(R\), and this also tends to improve the condition of \(Q\). Besides the sharp estimates, also practical estimates for the condition are proposed.

Related Organizations
Keywords

conditioning, Numerical computation of matrix norms, conditioning, scaling, QR factorization, orthogonalization, column pivoting strategy, perturbation analysis, Direct numerical methods for linear systems and matrix inversion, condition number

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
17
Average
Top 10%
Average
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