Accession Number:

AD0787237

Title:

Perturbation Bounds for the QR Factorization of a Matrix. Technical rept.,

Descriptive Note:

Corporate Author:

MARYLAND UNIV COLLEGE PARK COMPUTER SCIENCE CENTER

Personal Author(s):

Report Date:

1974-09-01

Pagination or Media Count:

23.0

Abstract:

Let A be an m x n matrix of rank n. The QR factorization of A decomposes A into the product of an m x n matrix Q with orthonormal columns and a nonsingular upper triangular matrix R. The decomposition is essentially unique, Q being determined up to the signs of its columns and R up to the signs of its rows. If E is an m x n matrix such that A E is of rank n, then A E has an essentially unique factorization QW RF. In this paper bounds on W and F in terms of E are given. In addition perturbation bounds are given for the closely related Cholesky factorization of a positive definite matrix B into the product R sup T of a lower triangular matrix and its transpose. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE