Accurate and efficient \(LDU\) decomposition of almost diagonally dominant \(Z\)-matrices (Q398617)

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Accurate and efficient \(LDU\) decomposition of almost diagonally dominant \(Z\)-matrices
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    Accurate and efficient \(LDU\) decomposition of almost diagonally dominant \(Z\)-matrices (English)
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    15 August 2014
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    The authors propose an efficient and highly accurate method to compute the \(LDU\) decomposition of a class of nonsingular \(Z\)-matrices. This decomposition is rank revealing and, in some cases outperforms the Gaussian elimination with complete pivoting.
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    \(LDU\) decomposition
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    rank revealing decomposition
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    accuracy
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    \(Z\)-matrices
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    almost diagonal dominance
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    Gaussian elimination
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