On the growth factor upper bound for Aasen's algorithm

DOI10.1016/J.AML.2018.08.017MaRDI QIDQ1726533zbMATH OpenOpenAlexWikidataFDO

Authors Yuehua Feng, Linzhang Lu

Publication date 20 February 2019

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.08994

zbMATH Keywords

\(L T L^T\) factorizationAasen's algorithmgrowth factor

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of matrix norms, conditioning, scaling (65F35)

Abstract: Aasen's algorithm factorizes a symmetric indefinite matrix $A$ as $A=P^{T}LT{L}^{T}P$, where $P$ is a permutation matrix, $L$ is unit lower triangular with its first column being the first column of the identity matrix, and $T$ is tridiagonal. In this note, we provide a growth factor upper bound for Aasen's algorithm which is much smaller than that given by Higham. We also show that the upper bound we have given is not tight when the matrix dimension is greater than or equal to $6$.

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Cites work

• Accuracy and Stability of Numerical Algorithms
• LAPACK Users' Guide
• On the reduction of a symmetric matrix to tridiagonal form

Cited in

(1)

• The growth-factor bound for the Bunch-Kaufman factorization is tight

Describes a project that uses

Uses Software

• LAPACK
• mctoolbox

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