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Stability of the Matrix Factorization for Solving Block Tridiagonal Symmetric Indefinite Linear Systems

โœ Scribed by Jinxi Zhao; Weiguo Wang; Weiqing Ren


Book ID
111574595
Publisher
Springer Netherlands
Year
2004
Tongue
English
Weight
154 KB
Volume
44
Category
Article
ISSN
0006-3835

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Stability of block LDLT factorization of
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.