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A componentwise perturbation analysis of the \(QR\) decomposition. (English) Zbl 0787.65014

A componentwise perturbation analysis of the QR decomposition is given. The bounds derived are invariant under column scaling of the underlying matrix. The results are applied to assess the accuracy of the computed QR decomposition using Householder transformations.

MSC:

65F05 Direct numerical methods for linear systems and matrix inversion
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