关于对称不定和广义半正定矩阵的扰动分析
Perturbation Analysis on Symmetric Indefinite and Generalized Semi-Positive Matrices
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摘要: 讨论了对称不定矩阵G的广义LDLT分解的扰动,对系数矩阵为对称不定的线性方程组也进行扰动分析,并进一步推导了广义半正定矩阵的情况。Abstract: The perturbation of a generalized LDL~T factorization with symmetric indefinite coefficient matrix G is proposed.Then the perturbation of the equation GX=b is given.The generalized semi-positive definite matrix is also discussed.