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Stability of block LDLT factorization of a symmetric tridiagonal matrix

โœ Scribed by Nicholas J. Higham

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
358 KB
Volume
287
Category
Article
ISSN
0024-3795

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โœฆ Synopsis

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.

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