A backward stability analysis of diagonal pivoting methods for solving unsymmetric tridiagonal systems without interchanges.

DOI10.1002/NLA.674MaRDI QIDQ2889368zbMATH OpenOpenAlexFDO

Authors Jennifer B. Erway, Roummel F. Marcia

Publication date 7 June 2012

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.674

zbMATH Keywords

tridiagonal matrixnormwise backward stabilityunsymmetric indefinite factorization

Mathematics Subject Classification ID

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

Recommendations

• A pivoting strategy for symmetric tridiagonal matrices
• Stable solution of tridiagonal systems
• Stability of the matrix factorization for solving block tridiagonal symmetric indefinite linear systems
• Stability and sensitivity of tridiagonal LU factorization without pivoting
• Stability of block LDL^T factorization of a symmetric tridiagonal matrix

Cites work

• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms, Part I
• A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices
• A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems
• A pivoting strategy for symmetric tridiagonal matrices
• A simplified pivoting strategy for symmetric tridiagonal matrices
• Accuracy and Stability of Numerical Algorithms
• Accurate Symmetric Indefinite Linear Equation Solvers
• An Implementation of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices
• Compatibility of approximate solution of linear equations with given error bounds for coefficients and right-hand sides
• Lanczos maximal algorithm for unsymmetric eigenvalue problems
• On solving sparse symmetric linear systems whose definiteness is unknown
• Partial Pivoting Strategies for Symmetric Matrices
• Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
• Stability of block LDL^T factorization of a symmetric tridiagonal matrix
• Stability of the Diagonal Pivoting Method with Partial Pivoting
• Stable Factorizations of Symmetric Tridiagonal and Triadic Matrices

Cited in

(5)

• Numerical properties of shifted tridiagonal LU factorizations
• A simplified pivoting strategy for symmetric tridiagonal matrices
• Stable Factorizations of Symmetric Tridiagonal and Triadic Matrices
• Stability and sensitivity of tridiagonal LU factorization without pivoting
• A pivoting strategy for symmetric tridiagonal matrices

Describes a project that uses

Uses Software

• mctoolbox
• LAPACK

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