Bounding the Error in Gaussian Eimination for Tridiagonal Systems

DOI10.1137/0611036MaRDI QIDQ3203914zbMATH OpenOpenAlexWikidataFDO

Authors Nicholas J. Higham

Publication date 1990

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0611036

zbMATH Keywords

Backward error boundscomponent-wise error boundscondition estimatesforward error boundsGaussian eliminationLU factorizationtridiagonal matrix

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50)

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• Backward Error Analysis of Cyclic Reduction for the Solution of Tridiagonal Systems
• A Family of Maximum Entropy Densities Matching Call Option Prices
• Accurate solutions of diagonally dominant tridiagonal linear systems
• Round-off analysis of the wz matrix factorisation method^*
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• Backward error analysis of Neville elimination
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