Stability of block LDL\(^T\) factorization of a symmetric tridiagonal matrix (Q1301300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of block LDL\(^T\) factorization of a symmetric tridiagonal matrix |
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Stability of block LDL\(^T\) factorization of a symmetric tridiagonal matrix (English)
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20 July 2000
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\(LDL^T\) decompositions of symmetric tridiagonal matrices are considered. Pivoting can be avoided in the case of indefinite matrices if \(2\times 2\) blocks are admitted. Whether the length of a block is one or two, is determined by a strategy of \textit{J. R. Bunch} [SIAM J. Numer. Anal. 11, 521-528 (1974; Zbl 0286.65023)]. The stability of the procedure is proven and elucidated by numerical examples.
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block \(LDL^T\) factorization
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symmetric tridiagonal matrices
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stability
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numerical examples
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