A note on a paper by P. Amodio and F. Mazzia

DOI10.1023/A:1021983616138MaRDI QIDQ5952353zbMATH OpenFDO

Authors J. M. Peña

Publication date 19 August 2002

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1021983616138

zbMATH Keywords

\(M\)-matricesbackward error analysiscondition numberGaussian eliminationgrowth factorpivoting strategy

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35) Roundoff error (65G50)

Review text

Let \(A\in\mathbb{R}^{n\times n}\) be a nonsingular matrix, let \(A^{(t)}\), \(t = 2,\dots,n\), be the matrices of the Gaussian elimination directly after the \(t\)-th elimination before pivoting is applied. With \(A^{(1)}:= A\), \(U := A^{(n)}\) the particular growth factor \(\rho_n(A)\) of \textit{P. Amodio} and \textit{F. Mazzia} [BIT 39, No.~3, 385-402 (1999; Zbl 0944.65026)] is defined by \[ \rho_n(A):=\frac{\max_t\|A^{(t)}\|_\infty}{\|A\|_\infty} , \] where \(\|\cdot \|_\infty\) denotes the usual row sum norm.~With the condition number \(\kappa(A):=\|A\|_\infty\|A^{-1}\|_\infty\) the author shows by an example that \(\kappa(U)>\rho_n(A)\kappa(A)\) can hold for an \(M\)-matrix \(A\) and some pivoting strategy (in contrast to a result of Amodio and Mazzia). In addition, he presents a pivoting strategy for \(M\)-matrices which guarantees \(\rho_n(A)=1\) and \(\kappa(U)\leq \kappa(A)\).

Recommendations

• The growth factor and efficiency of Gaussian elimination with rook pivoting
• An upper bound on the growth ratio of Gaussian elimination
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• Growth in Gaussian Elimination

Cited in

(4)

• Zwei unzulässige Verstärkungen der Vermutung von Wilkinson. (Two inadmissible amplifications of Wilkinson's conjecture)
• scientific article; zbMATH DE number 4177601 (Why is no real title available?)
• Growth factor and expected growth factor of some pivoting strategies
• Weitere unzulässige Abwandlungen der Vermutung von Wilkinson. (Further inadmissible amplifications of Wilkinson's conjecture)

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