Accurate and efficient LDU decomposition of almost diagonally dominant Z-matrices

DOI10.1007/S10543-013-0461-1MaRDI QIDQ398617zbMATH OpenOpenAlexFDO

Authors Álvaro Barreras, J. M. Peña

Publication date 15 August 2014

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10543-013-0461-1

zbMATH Keywords

\(LDU\) decomposition\(Z\)-matricesaccuracyalmost diagonal dominanceGaussian eliminationrank revealing decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

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.

Recommendations

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Cites work

• Accurate and efficient LDU decomposition of diagonally dominant M-matrices
• Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix
• Accurate Eigenvalues and SVDs of Totally Nonnegative Matrices
• Accurate SVDs of weakly diagonally dominant M-matrices
• Computing singular values of diagonally dominant matrices to high relative accuracy
• Computing the singular value decomposition with high relative accuracy
• Entrywise perturbation theory for diagonally dominant M-matrices with applications
• LDU decompositions with \(L\) and \(U\) well conditioned
• The Accurate and Efficient Solution of a Totally Positive Generalized Vandermonde Linear System
• Total positivity and Neville elimination

Cited in

(8)

• LDU decompositions with \(L\) and \(U\) well conditioned
• A New Perturbation Bound for the LDU Factorization of Diagonally Dominant Matrices
• Accurate and efficient LDU decomposition of diagonally dominant M-matrices
• Accurate computations and applications of some classes of matrices
• Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices
• Positivity, accuracy, optimality and applications
• Accurate inverses and determinants of doubly strictly diagonally dominant Z-matrices
• Accurate computations for the inverse of \(\{P_1, P_2\}\)-Nekrasov \(Z\)-matrices

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