Abstract
In this article, we consider the structured condition numbers for LDU, factorization by using the modified matrix-vector approach and the differential calculus, which can be represented by sets of parameters. By setting the specific norms and weight parameters, we present the expressions of the structured normwise, mixed, componentwise condition numbers and the corresponding results for unstructured ones. In addition, we investigate the statistical estimation of condition numbers of LDU factorization using the probabilistic spectral norm estimator and the small-sample statistical condition estimation method, and devise three algorithms. Finally, we compare the structured condition numbers with the corresponding unstructured ones in numerical experiments.
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Supported by the National Natural Science Foundation of China (11671060).
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Samar, M., Farooq, A. & Mu, Cl. Structured condition numbers and statistical condition estimation for the LDU factorization. Appl. Math. J. Chin. Univ. 35, 332–348 (2020). https://doi.org/10.1007/s11766-020-3659-4
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DOI: https://doi.org/10.1007/s11766-020-3659-4
Keywords
- LDU factorization
- Structured condition number
- Normwise condition number
- Mixed condition number
- Componentwise condition number