Stability of block LU factorization for block tridiagonal matrices
نویسندگان
چکیده
منابع مشابه
Stability of block LU factorization
Many of the currently popular ‘block algorithms’ are scalar algorithms in which the operations have been grouped and reordered into matrix operations. One genuine block algorithm in practical use is block LU factorization, and this has recently been shown by Demmel and Higham to be unstable in general. It is shown here that block LU factorization is stable if A is block diagonally dominant by c...
متن کاملLU -factorization of Block Toeplitz Matrices
We give a review of the theory of factorization of block Toeplitz matrices of the type T = (Ti−j)i,j∈Zd , where Ti−j are complex k × k matrices, in the form T = LDU, with L and L−1 lower block triangular, U and U−1 upper block triangular Toeplitz matrices, and D a diagonal matrix function. In particular, it is discussed how decay properties of Ti a ect decay properties of L, L−1, U , and U−1. W...
متن کاملBLU Factorization for Block Tridiagonal Matrices and Its Error Analysis
A block representation of the BLU factorization for block tridiagonal matrices is presented. Some properties on the factors obtained in the course of the factorization are studied. Simpler expressions for errors incurred at the process of the factorization for block tridiagonal matrices are considered.
متن کاملBlock LU Factorization
Many of the currently popular \block algorithms" are scalar algorithms in which the operations have been grouped and reordered into matrix operations. One genuine block algorithm in practical use is block LU factorization, and this has recently been shown by Demmel and Higham to be unstable in general. It is shown here that block LU factorization is stable if A is block diagonally dominant by c...
متن کاملStability of Block LDLT Factorization of a Symmetric Tridiagonal Matrix
For symmetric indeenite tridiagonal matrices, block LDL T factorization without interchanges is shown to have excellent numerical stability when a pivoting strategy of Bunch is used to choose the dimension (1 or 2) of the pivots.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2009
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2007.10.034