Perturbation Theory for Factorizations of LU Type through Series Expansions

DOI10.1137/040612142MaRDI QIDQ5470478zbMATH OpenOpenAlexWikidataFDO

Authors Froilán M. Dopico, Juan M. Molera

Publication date 31 May 2006

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e40f3d9740c699d581e69e03fe0f822e03579796

zbMATH Keywords

block LDL factorizationblock LU factorizationCholesky factorizationdiagonal pivotingforward errorLU factorizationperturbation theory

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)

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Cited in

(10)

• Implicit standard Jacobi gives high relative accuracy
• Structured condition numbers for some matrix factorizations of structured matrices
• Perturbation and error analyses of the partitioned \textit{LU} factorization for block tridiagonal linear systems
• Stability analysis of block factorization for complex symmetric block tridiagonal matrices
• Componentwise error analysis for the block LU factorization of totally nonnegative matrices
• Stability of block LU factorization for block tridiagonal block H-matrices
• Backward stability analysis of weighted linear least-squares problems
• Perturbation analysis of saddle-point problems
• Improved rigorous perturbation bounds for the LU and QR factorizations.
• Stability of Haar decompositions

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Uses Software

• mctoolbox

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