Relative Perturbation Theory for Diagonally Dominant Matrices

نویسندگان

  • Megan Dailey
  • Froilán M. Dopico
  • Qiang Ye
چکیده

OF DISSERTATION RELATIVE PERTURBATION THEORY FOR DIAGONALLY DOMINANT MATRICES Diagonally dominant matrices arise in many applications. In this work, we exploit the structure of diagonally dominant matrices to provide sharp entrywise relative perturbation bounds. We first generalize the results of Dopico and Koev to provide relative perturbation bounds for the LDU factorization with a well conditioned L factor. We then establish relative perturbation bounds for the inverse that are entrywise and independent of the condition number. This allows us to also present relative perturbation bounds for the linear system Ax=b that are independent of the condition number. Lastly, we continue the work of Ye to provide relative perturbation bounds for the eigenvalues of symmetric indefinite matrices and non-symmetric matrices.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A New Perturbation Bound for the LDU Factorization of Diagonally Dominant Matrices

This work introduces a new perturbation bound for the L factor of the LDU factorization of (row) diagonally dominant matrices computed via the column diagonal dominance pivoting strategy. This strategy yields L and U factors which are always well-conditioned and, so, the LDU factorization is guaranteed to be a rank-revealing decomposition. The new bound together with those for the D and U facto...

متن کامل

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...

متن کامل

New Relative Perturbation Bounds for Ldu Factorizations of Diagonally Dominant Matrices

This work introduces new relative perturbation bounds for the LDU factorization of (row) diagonally dominant matrices under structure-preserving componentwise perturbations. These bounds establish that if (row) diagonally dominant matrices are parameterized via their diagonally dominant parts and off-diagonal entries, then tiny relative componentwise perturbations of these parameters produce ti...

متن کامل

Bounding the error in Gaussian elimination for tridiagonal systems

If is the computed solution to a tridiagonal system Ax b obtained by Gaussian elimination, what is the "best" bound available for the error x and how can it be computed efficiently? This question is answered using backward error analysis, perturbation theory, and properties of the LU factorization of A. For three practically important classes of tridiagonal matrix, those that are symmetric posi...

متن کامل

Relative Perturbation Bounds for Eigenvalues of Symmetric Positive Definite Diagonally Dominant Matrices

For a symmetric positive semi-definite diagonally dominant matrix, if its off-diagonal entries and its diagonally dominant parts for all rows (which are defined for a row as the diagonal entry subtracted by the sum of absolute values of off-diagonal entries in that row) are known to a certain relative accuracy, we show that its eigenvalues are known to the same relative accuracy. Specifically, ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 35  شماره 

صفحات  -

تاریخ انتشار 2014