Reliable Computation of the Condition Number of a TridiagonalMatrix in O ( n )
نویسنده
چکیده
We present one more algorithm to compute the condition number (for inversion) of a nn tridiagonal matrix J in O(n) time. Previous O(n) algorithms for this task given by Higham in 17] are based on the tempting compact representation of the upper (lower) triangle of J ?1 as the upper (lower) triangle of a rank-one matrix. However, they suuer from severe overrow and underrow problems, especially on diagonally dominant matrices. Our new algorithm avoids these problems and is as eecient as the earlier algorithms.
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