Solving block low-rank linear systems by LU factorization is numerically stable

DOI10.1093/imanum/drab020OpenAlexW2986784331MaRDI QIDQ5075138

Theo A. Mary, Nicholas J. Higham

Publication date: 10 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drab020

zbMATH Keywords

numerical stabilityLU factorizationfloating-point arithmeticrounding error analysisblock low-rank matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Related Items (5)

Mixed precision algorithms in numerical linear algebra ⋮ Mixed Precision Iterative Refinement with Sparse Approximate Inverse Preconditioning ⋮ A two-scale solver for linear elasticity problems in the context of parallel message passing ⋮ Improving the Complexity of Block Low-Rank Factorizations with Fast Matrix Arithmetic ⋮ Block Low-Rank Matrices with Shared Bases: Potential and Limitations of the BLR$^2$ Format

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