Stability of the block cyclic reduction (Q2564918)

The forward stability of the block cyclic reduction without back substitution for block tridiagonal systems is studied. It is shown that for nonstrictly diagonally dominant matrices the forward error is \(O(C_Nn^2\log_2n\kappa\rho_0)\), and for strictly diagonally dominant matrices it is \(O(C_Ng(s)\log_2n\kappa\rho_0)\), where \(n\) is the block size of the matrix, \(N\) is the size of each block, \(g(s)\) is a function which measures the diagonal dominance, \(\kappa\) is the condition number, and \(\rho_0\) is the machine roundoff unit. Some numerical evidence is presented.