On Parlett's matrix norm inequality for
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Alan Edelman; Walter F. Mascarenhas
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Article
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1995
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John Wiley and Sons
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English
β 309 KB
We show that a certain matrix norm ratio studied by Parlett has a supremum that is O(&) when the chosen norm is the Frobenius norm, while it is O(1og n) for the 2-norm. This ratio arises in Parlett's analysis of the Cholesky decomposition of an n by n matrix.