Stability of block LDLT factorization of a symmetric tridiagonal matrix
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چکیده
منابع مشابه
Stability of Block LDLT Factorization of a Symmetric Tridiagonal Matrix
For symmetric indeenite tridiagonal matrices, block LDL T factorization without interchanges is shown to have excellent numerical stability when a pivoting strategy of Bunch is used to choose the dimension (1 or 2) of the pivots.
متن کاملStability of block LDL factorization of a symmetric tridiagonal matrix
For symmetric inde®nite tridiagonal matrices, block LDL factorization without interchanges is shown to have excellent numerical stability when a pivoting strategy of Bunch is used to choose the dimension (1 or 2) of the pivots. Ó 1999 Elsevier Science Inc. All rights reserved. AMS classi®cation: 65F05; 65G05
متن کاملStability analysis of block LDLT factorisation for symmetric indefinite matrices
[September 5, 2008; revised December 6, 2009] We consider block LDLT factorisation for symmetric indefinite matrices in the form LDLT , where L is unit lower triangular and D is block diagonal with each diagonal block having dimension 1 or 2. The stability of this factorisation and its application to solving symmetric indefinite linear systems has been well studied. On the other hand, while all...
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Complex symmetric matrices arise from many applications, such as chemical exchange in nuclear magnetic resonance and power systems. Singular value decomposition (SVD) reveals a great deal of properties of a matrix. A complex symmetric matrix has a symmetric SVD (SSVD), also called Takagi Factorization, which exploits the symmetry [3]. Let A be a complex symmetric matrix, its Takagi factorizatio...
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In this paper we discuss the parallel implementation of the Cholesky factorization of a positive definite symmetric matrix when that matrix is block tridiagonal. While parallel implementations for this problem, and closely related problems like the factorization of banded matrices, have been previously reported in the literature, those implementations dealt with the special cases where the bloc...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1999
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(98)10074-5