东南大学学报（英文版）2004，Vol.20Issue(1)：130-134,5.
QR分解和Cholesky分解的Rice条件数
Rice condition numbers of QR and Cholesky factorizations
李新秀 1聂小兵2
作者信息
- 1. 南京邮电学院应用数理系,南京,210003
- 2. 东南大学数学系,南京,210096
- 折叠
摘要
Abstract
A condition number is an amplification coefficient due to errors in computing. Thus the theory of condition numbers plays an important role in error analysis. In this paper, following the approach of Rice, condition numbers are defined for factors of some matrix factorizations such as the Cholesky factorization of a symmetric positive definite matrix and QR factorization of a general matrix. The condition numbers are derived by a technique of analytic expansion of the factor dependent on one parameter and matrix-vector equation. Condition numbers of the Cholesky and QR factors are different from the ones previously introduced by other authors, but similar to Chang's results. In Cholesky factorization, corresponding with the condition number of the factor matrix L, KL is a low bound of Stewart's condition number 关键词
Rice条件数/Cholesky 分解/QR分解Key words
Rice condition number/Cholesky factorization/QR decomposition分类
数理科学引用本文复制引用
李新秀,聂小兵..QR分解和Cholesky分解的Rice条件数[J].东南大学学报（英文版）,2004,20(1):130-134,5.
