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Results tagged with perturbation
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user 11361
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Kind of submultiplicativity of the Frobenius norm: $\|AB\|_F \leq \|A\|_2\|B\|_F$?
I'm reading Ji-Guang Sun's paper 'Perturbation Bounds for the Cholesky and QR Factorizations' from BIT 31 in 1991. … While deriving the perturbation bound on Cholesky factorization $A=LL^T$ with $A\in\mathbb{R}^{n\times k}$ of rank $k$, he begins with the perturbed matrix $A+E$ and its Cholesky factorization:
$$A+E= …
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