Multiplicative perturbation bounds for the Generalized block Cholesky downdating problem

Abstract: The explicit expressions for the strong and the weak rigorous multiplicative perturbation bounds for the Generalized block Cholesky downdating problem are obtained. By bringing together the modified matrix-vector equation approach with the method of Lyapunov majorant function and the Banach fixed point theorem, we derived the strong rigorous multiplicative perturbation bounds. By using the matrix-equation approach the weak rigorous multiplicative bounds are presented. Numerical experiments are provided to illustrate the obtained results.