Stability of the matrix factorization for solving block tridiagonal symmetric indefinite linear systems

DOI10.1023/B:BITN.0000025084.86306.0AMaRDI QIDQ1826458zbMATH OpenFDO

Authors Jinxi Zhao, Weiguo Wang, Weiqing Ren

Publication date 6 August 2004

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/B:BITN.0000025084.86306.0A

zbMATH Keywords

backward stabilityblock tridiagonal symmetric indefinite matricescondition numberfactorizationindefinite systemsnumerical resultsperturbation analysisrounding-error analysis

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

Review text

A new factorization method is discussed for block tridiagonal symmetric indefinite matrices. An effective condition number is derived by using backward analysis and perturbation analysis, which measures the stability as demonstrated by numerical results.

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Cited in

(17)

• Stability of block LU factorization for block tridiagonal matrices
• Stability of block LDL^T factorization of a symmetric tridiagonal matrix
• Perturbation and error analyses of the partitioned \textit{LU} factorization for block tridiagonal linear systems
• On parameterized block symmetric positive definite preconditioners for a class of block three-by-three saddle point problems
• Stability analysis of block factorization for complex symmetric block tridiagonal matrices
• A backward stability analysis of diagonal pivoting methods for solving unsymmetric tridiagonal systems without interchanges.
• Stability analysis of block \(LDL^{T}\) factorization for symmetric indefinite matrices
• Stability of the Diagonal Pivoting Method with Partial Pivoting
• Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices
• Stable Factorizations of Symmetric Tridiagonal and Triadic Matrices
• A pivoting strategy for symmetric tridiagonal matrices
• Stability of block LU factorization for block tridiagonal block H-matrices
• scientific article; zbMATH DE number 1241468 (Why is no real title available?)
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• On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
• Stability and Fast Algorithms of Incomplete LU Factorization with Zero‐Fill for Nine‐Diagonal Matrices
• A parameterized block LU preconditioning for double saddle point problems

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