Journal ArticleDOI
Componentwise perturbation analyses for the QR factorization
TLDR
In this paper, componentwise perturbation analyses for Q and R in the QR factorization A=QR, ��$Q^\mathrm{T}Q=I$¯¯¯¯, R upper triangular, for a given real $m\times n$ matrix A of rank n.Abstract:
This paper gives componentwise perturbation analyses for Q and R in the QR factorization A=QR,
$Q^\mathrm{T}Q=I$
, R upper triangular, for a given real $m\times n$ matrix A of rank n. Such specific analyses are important for example when the columns of A are badly scaled. First order perturbation bounds are given for both Q and R. The analyses more accurately reflect the sensitivity of the problem than previous such results. The condition number for R is bounded for a fixed n when the standard column pivoting strategy is used. This strategy also tends to improve the condition of Q, so usually the computed Q and R will both have higher accuracy when we use the standard column pivoting strategy. Practical condition estimators are derived. The assumptions on the form of the perturbation
$\Delta A$
are explained and extended. Weaker rigorous bounds are also given.read more
Citations
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Journal ArticleDOI
Rigorous Perturbation Bounds of Some Matrix Factorizations
Xiao-Wen Chang,Damien Stehlé +1 more
TL;DR: New rigorous perturbation bounds for the Cholesky, LU, and QR factorizations with normwise or componentwise perturbations in the given matrix can be much tighter than the existing rigorous bounds obtained by the classic matrix equation approach.
Journal ArticleDOI
Perturbation Analysis of the QR factor R in the context of LLL lattice basis reduction
TL;DR: This is the first fully rigorous perturbation analysis of the R-factor of LLL-reduced matrices under column-wise perturbations and its results should be very useful to devise L LL-type algorithms relying on floating-point approximations.
Journal ArticleDOI
On the Error in the Product QR Decomposition
TL;DR: Both a normwise and a componentwise error analysis for the QR factorization of long products of invertible matrices are developed and results show the dependence on the degree of nonnormality and the strength of integral separation are illustrated.
Journal ArticleDOI
On the Error in QR Integration
Luca Dieci,Erik S. Van Vleck +1 more
TL;DR: The contribution in this work is to obtain global error bounds for the numerically computed $Q$, which depend on the local error tolerance used to integrate for $Q, and on structural properties of the problem itself, but not on the length of the interval over which the authors integrate.
Journal ArticleDOI
Multiplicative perturbation analysis for QR factorizations
Xiao-Wen Chang,Ren-Cang Li +1 more
TL;DR: In this paper, it was shown that the relative changes in the QR factors in norm are no bigger than a small constant multiple of the norm of the difference between the perturbation and the identity matrix.
References
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Book
Accuracy and stability of numerical algorithms
TL;DR: This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic by combining algorithmic derivations, perturbation theory, and rounding error analysis.
Journal ArticleDOI
Condition numbers and equilibration of matrices
TL;DR: In this paper, the authors specify a class of condition numbers for which those scalings can be given explicitly, and show how far at most for a certain scaling the quanti ty under consideration may be away from its minimum.