A COMPONENTWISE PERTURBATION ANALYSIS OF THE QR DECOMPOSITION

Authors
ZHA HY
Citation
Hy. Zha, A COMPONENTWISE PERTURBATION ANALYSIS OF THE QR DECOMPOSITION, SIAM journal on matrix analysis and applications, 14(4), 1993, pp. 1124-1131
Citations number
13
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on matrix analysis and applications → ACNP
ISSN journal
08954798
Volume
14
Issue
4
Year of publication
1993
Pages
1124 - 1131
Database
ISI
SICI code
0895-4798(1993)14:4<1124:ACPAOT>2.0.ZU;2-5
Abstract
A first-order componentwise perturbation analysis of the QR decomposit ion is presented. In contrast to the traditional normwise perturbation analysis, the bounds derived are invariant under column scaling of th e underlying matrix. As an application, an assessment of the accuracy of the computed QR decomposition using Householder transformations is given.