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Stability analysis of block LDLT factorization for symmetric indefinite matrices

โœ Scribed by Fang, H.-r.

Book ID
115472269
Publisher
Oxford University Press
Year
2010
Tongue
English
Weight
347 KB
Volume
31
Category
Article
ISSN
0272-4979

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๐Ÿ“œ SIMILAR VOLUMES

Stability of block LDLT factorization of
Stability of block LDLT factorization of a symmetric tridiagonal matrix
โœ Nicholas J. Higham ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 358 KB

For symmetric indefinite 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.