Bit ? ( ? ? ? ? ) , ? ? ? { ? ? ? . on the Sensitivity of the Lufactorization
نویسندگان
چکیده
This paper gives sensitivity analyses by two approaches for L and U in the factor-ization A = LU for general perturbations in A which are suuciently small in norm. By the matrix-vector equation approach, we derive the condition numbers for the L and U factors. By the matrix equation approach we derive corresponding condition estimates. We show how partial pivoting and complete pivoting aaect the sensitivity of the LU factorization.
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