✦ LIBER ✦

On Parlett's matrix norm inequality for the Cholesky decomposition

✍ Scribed by Alan Edelman; Walter F. Mascarenhas

Publisher: John Wiley and Sons
Year: 1995
Tongue: English
Weight: 309 KB
Volume: 2
Category: Article
ISSN: 1070-5325
DOI: 10.1002/nla.1680020306

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✦ Synopsis

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.

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