摘要
给出了HR分解的分量型和范数型的一阶扰动界.对于范数型,新的精化扰动界至少优于已有结果,特别的,新的关于R因子的扰动界远远优于已有的扰动界.
In the paper first-order componentwise and normwise perturbation bounds for the HR. decomposition are presented. The new normwise bounds are at least as good as previously known results. In particular, for the R factor, the normwise bound can be significantly tighter than the previous result.
出处
《数学研究》
CSCD
2012年第3期263-270,共8页
Journal of Mathematical Study
基金
supported by NSFC(10961010/A01 1705,11101087)
theScientific Research Fund of Fujian Provincial Education Department(JA11034)
the Scientific Research Starting Foundation of Fuzhou University(022427)
关键词
条件估值
HR分解
扰动分析
condition estimation
HR decomposition
perturbation analysis