Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix

DOI10.1137/0907011MaRDI QIDQ3734977zbMATH OpenOpenAlexWikidataFDO

Authors Nicholas J. Higham

Publication date 1986

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL http://eprints.maths.manchester.ac.uk/693/1/high86t.pdf

zbMATH Keywords

LINPACKmatrix condition numberpositive definite matrixtridiagonal matrices

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35)

Cited in

(16)

• On the comparison of H-matrices with M-matrices
• The use of the factorization of five-diagonal matrices by tridiagonal Toeplitz matrices
• Tridiagonal matrices: Invertibility and conditioning
• Upper bound of the condition number in spectral norm of tridiagonal matrices
• Bounds for the solutions of a class of tridiagonal linear systems
• Fernando's solution to Wilkinson's problem: An application of double factorization
• On modeling hydraulic fracture in proper variables: stiffness, accuracy, sensitivity
• scientific article; zbMATH DE number 3965321 (Why is no real title available?)
• Error Bounds for Linear Recurrence Relations
• Fast block diagonalization of \(k\)-tridiagonal matrices
• Backward Error Analysis of Cyclic Reduction for the Solution of Tridiagonal Systems
• Tridiagonal splittings in the conditioning and parallel solution of banded linear systems
• The power of bidiagonal matrices
• Agent selectiveness and supply-side interventions in waiting lists: performance and comparative statics
• Estimating the extremal eigenvalues of a symmetric matrix
• Bounds for the condition number of a class of tridiagonal and block tridiagonal matrices

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