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Sponsored by the Center for Science and Technology Development of the Ministry of Education
Supervised by Ministry of Education of the People's Republic of China
Rigorous perturbation bounds for the SR factorization
Yang Yanfei,Li Hanyu *
College of Mathematics and Statistics,Chongqing University, Chongqing 401331
*Correspondence author
#Submitted by
Subject:
Funding:
and the Natural ScienceFoundation Project of CQ CSTC (No.Grant No. 2010BB9215), the National Natural Science Foundation of China (No.Grant No.11201507)
In this paper, we obtain some rigorous perturbation bounds for the SR factorization with normwise or componentwise perturbations in the given matrix, where the componentwise perturbation has the form of backward error resulting from the SR factorization algorithms. As a special case, some first order perturbation bounds are presented. Furthermore, the rigorous columnwise perturbation bounds for the factor $R$ are also derived.
Keywords:SR factorization; Rigorous perturbation bound; First order perturbation bound; Componentwise perturbation; Normwise perturbation