Matrix factorizations and their perturbations

Bhatia, Rajendra (1994) Matrix factorizations and their perturbations Linear Algebra and its Applications, 197-198 . pp. 245-276. ISSN 0024-3795

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There are several ways in which a matrix can be factorized as a product of two special matrices. These factorizations are often used in numerical analysis, and many perturbation bounds useful in such analysis have been proved by various authors. In this paper a simple method which leads to these results and several new ones is discussed. In the last section related results on the Lipschitz continuity of the matrix absolute value are surveyed.

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Deposited On:08 Oct 2010 07:07
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