Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices
نویسندگان
چکیده
منابع مشابه
Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices
We present a structured perturbation theory for the LDU factorization of (row) diagonally dominant matrices and we use this theory to prove that a recent algorithm of Ye (Math Comp 77(264):2195–2230, 2008) computes the L , D andU factors of these matrices with relative errors less than 14n3u, where u is the unit roundoff and n × n is the size of the matrix. The relative errors for D are compone...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 2011
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s00211-011-0382-3