Nicholas J. Higham. Stability of block LDL tridiagonal matrix. Numerical Analysis Report No. 308, Manchester Centre for Computational Mathematics, Manchester, England, September 1997. 8 pp. To appear in Linear Algebra and Appl. Home/Search Document Not in Database Summary Related Articles |
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Notes on Accuracy and Stability of Algorithms in Numerical Linear .. - Higham (1998) Self-citation (Higham) (Correct)
....Bunch Kaufman pivoting strategy, by equating growth bounds. The inertia of A is the same as that of D, which can be read from the (block) diagonal of D, since any 2 Theta 2 block can be shown to have one negative and one positive eigenvalue. The following stability result is proved by Higham [33]. factorization with the pivoting strategy of Algorithm 3.7 be applied to a symmetric tridiagonal matrix A 2 R to yield the computed factorization A b L b D b L , and let b x be the computed solution to Ax = b obtained using the factorization. Assume that all linear systems Ey = f ....
Nicholas J. Higham. Stability of block LDL tridiagonal matrix. Numerical Analysis Report No. 308, Manchester Centre for Computational Mathematics, Manchester, England, September 1997. 8 pp. To appear in Linear Algebra and Appl.
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