Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization
Aamir Farooq, Mahvish Samar, Hanyu Li, Chun ai Mu · Mathematical Inequalities & Applications · 2019
Some improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization which are two generalizations of the classic Cholesky factorization are obtained by bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem. These bounds are continually tighter than the corresponding ones given in the literature.