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On reflection coefficients and the Cholesky decomposition

โœ Scribed by Gibson, J.

Book ID
117905084
Publisher
IEEE
Year
1977
Weight
468 KB
Volume
25
Category
Article
ISSN
0096-3518

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๐Ÿ“œ SIMILAR VOLUMES

On Parlett's matrix norm inequality for
On Parlett's matrix norm inequality for the Cholesky decomposition
โœ Alan Edelman; Walter F. Mascarenhas ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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.