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    On the Error in the Product QR Decomposition

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    VanVleck_SIAMAA_31(4)1775.pdf (255.5Kb)
    Issue Date
    2010-03-17
    Author
    Van Vleck, Erik S.
    Publisher
    Society for Industrial and Applied Mathematics
    Type
    Article
    Article Version
    Scholarly/refereed, publisher version
    Metadata
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    Abstract
    We develop both a normwise and a componentwise error analysis for the QR factorization of long products of invertible matrices. We obtain global error bounds for both the orthogonal and upper triangular factors that depend on uniform bounds on the size of the local error, the local degree of nonnormality, and integral separation, a natural condition related to gaps between eigenvalues but for products of matrices. We illustrate our analytical results with numerical results that show the dependence on the degree of nonnormality and the strength of integral separation.
    Description
    This is the published version, also available here: http://dx.doi.org/10.1137/090761562.
    URI
    http://hdl.handle.net/1808/17246
    DOI
    https://doi.org/10.1137/090761562
    Collections
    • Mathematics Scholarly Works [282]
    Citation
    Van Vleck, Erik. "On the Error in the Product QR Decomposition." (2010) SIAM. J. Matrix Anal. & Appl., 31(4), 1775–1791. (17 pages). http://dx.doi.org/10.1137/090761562.

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    785-864-8983

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    Lawrence, KS 66045
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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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