Artículos de revistas
ON PARLETTS MATRIX NORM INEQUALITY FOR THE CHOLESKY DECOMPOSITION
Registration in:
Numerical Linear Algebra With Applications. John Wiley & Sons Ltd, v. 2, n. 3, n. 243, n. 250, 1995.
1070-5325
WOS:A1995RC34100005
10.1002/nla.1680020306
Author
EDELMAN, A
MASCARENHAS, WF
Institutions
Abstract
We show that a certain matrix norm ratio studied by Parlett has a supremum that is O(root n) 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. 2 3 243 250