Perturbations of Triangular Matrix Factorizations
Aurél Galántai · Linear and Multilinear Algebra · 2003
We derive exact perturbation expressions for the LU , LDU , LDL T and Cholesky factorizations, which are valid for all matrix perturbations that keep nonsingularity and factorability. These results are then used to give upper bounds that improve the known bounds in most of the cases.