Multiplicative Perturbation Analysis for Qr Factorizations
نویسندگان
چکیده
This paper is concerned with how the QR factors change when a real matrix A suffers from a left or right multiplicative perturbation, where A is assumed to have full column rank. It is proved that for a left multiplicative perturbation 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. One of common cases for a left multiplicative perturbation case naturally arises from the computation of the QR factorization. The newly established bounds can be used to explain the accuracy in the computed QR factors. For a right multiplicative perturbation, the bounds on the relative changes in the QR factors are still dependent upon the condition number of the scaled R-factor, however. Some “optimized” bounds are also obtained by taking into account certain invariant properties in the factors.
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