Factorizing complex symmetric matrices with positive definite real and imaginary parts
نویسندگان
چکیده
منابع مشابه
Factorizing complex symmetric matrices with positive definite real and imaginary parts
Complex symmetric matrices whose real and imaginary parts are positive definite are shown to have a growth factor bounded by 2 for LU factorization. This result adds to the classes of matrix for which it is known to be safe not to pivot in LU factorization. Block LDLT factorization with the pivoting strategy of Bunch and Kaufman is also considered, and it is shown that for such matrices only 1×...
متن کاملDDtBe for Band Symmetric Positive Definite Matrices
We present a new parallel factorization for band symmetric positive definite (s.p.d) matrices and show some of its applications. Let A be a band s.p.d matrix of order n and half bandwidth m. We show how to factor A as A =DDt Be using approximately 4nm2 jp parallel operations where p =21: is the number of processors. Having this factorization, we improve the time to solve Ax = b by a factor of m...
متن کامل"Compress and eliminate" solver for symmetric positive definite sparse matrices
We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in. The systems that have efficient compression of the fill-in mostly arise from discretization of partial differential equations. We show that the resulting fa...
متن کاملSymmetric Positive-Definite Matrices: From Geometry to Applications and Visualization
In many engineering applications that use tensor analysis, such as tensor imaging, the underlying tensors have the characteristic of being positive definite. It might therefore be more appropriate to use techniques specially adapted to such tensors. We will describe the geometry and calculus on the Riemannian symmetric space of positive-definite tensors. First, we will explain why the geometry,...
متن کاملApproximating Sets of Symmetric and Positive-Definite Matrices by Geodesics
We formulate a generalized version of the classical linear regression problem on Riemannian manifolds and derive the counterpart to the normal equations for the manifold of symmetric and positive definite matrices, equipped with the only metric that is invariant under the natural action of the general linear group.
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: Mathematics of Computation
سال: 1998
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-98-00978-8