On a local Lipschitz constant of the maps related to LU-decomposition

Authors
Balanov, Z Krawcewicz, W Kushkuley, A Zabreiko, PP
Citation
Z. Balanov et al., On a local Lipschitz constant of the maps related to LU-decomposition, Z ANAL ANWE, 19(4), 2000, pp. 1047-1055
Citations number
10
Categorie Soggetti
Mathematics
Journal title
ZEITSCHRIFT FUR ANALYSIS UND IHRE ANWENDUNGEN
ISSN journal
02322064 → ACNP
Volume
19
Issue
4
Year of publication
2000
Pages
1047 - 1055
Database
ISI
SICI code
0232-2064(2000)19:4<1047:OALLCO>2.0.ZU;2-#
Abstract
Let M(n,R) be the set of real positive definite symmetric (n x n)-matrices equipped with the Euclidean norm, and let A is an element of M(n, R). Let L (n,R) be the set of all real non-degenerate lower-triangular (n x n)-matric es equipped with the Euclidean norm, and let L: M(n,R) --> L(n,R) be a (dif ferentiable) map assigning to a positive definite symmetric matrix its lowe r-triangular factor in the LU-decomposition. We give an effective upper est imate for parallel toL'(A)parallel to.