LDU decompositions with \(L\) and \(U\) well conditioned (Q2388688)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LDU decompositions with \(L\) and \(U\) well conditioned |
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LDU decompositions with \(L\) and \(U\) well conditioned (English)
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19 September 2005
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The author presents, for some classes of matrices, LDU decompositions where the unit triangular factors \(L\) and \(U\) are simultaneously well conditioned. The examples include diagonally dominant matrices and their inverses, including Stieltjes matrices and \(M\)-matrices. For the latter, an accurate computation strategy is shown which can also be applied to obtain a singular value decomposition.
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conditioning
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diagonal dominance
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pivoting strategies
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accuracy
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singular value decomposition
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LDU decompositions
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Stieltjes matrices
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\(M\)-matrices
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