Perturbation theory for the LU and QR factorizations

Ting-Zhu Huang

Abstract


In this paper we derive perturbation theorems for the LU and QR factors. Moreover, bounds for $\kappa_L(A)/\kappa_L'(A)$ and $\kappa_U(A)/\kappa'_U(A)$ are given for the LU factorization of a nonsingular matrix. Applying to pivoting strategies in the LU factorization, $\kappa_L(PAQ)/\kappa_L'(PAQ)$ and $\kappa_U(PAQ)/\kappa'_U(PAQ)$ are also obtained.

doi:10.1017/S1446181108000138



DOI: http://dx.doi.org/10.21914/anziamj.v49i0.1146



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ANZIAM Journal, ISSN 1446-8735, copyright Australian Mathematical Society.