Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices

DOI10.1007/s00211-011-0382-3zbMath1254.65042OpenAlexW2071653647MaRDI QIDQ644775

Froilán M. Dopico, Plamen Koev

Publication date: 7 November 2011

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-011-0382-3

zbMATH Keywords

algorithmperturbation theorydiagonally dominant matricesLDU factorization

Mathematics Subject Classification ID

Related Items (17)

Self-corrective iterations (SCI) for generalized diagonally dominant matrices ⋮ Accurate eigenvalues of some generalized sign regular matrices via relatively robust representations ⋮ On the sensitivity of generators for the QR factorization of quasiseparable matrices with total nonpositivity ⋮ Accurate inverses for computing eigenvalues of extremely ill-conditioned matrices and differential operators ⋮ Accurate computation of eigenvalues of generalized sign regular quasi-Said-Ball-Vandermonde matrices ⋮ Accurate computations for eigenvalues of products of Cauchy-polynomial-Vandermonde matrices ⋮ Accurate solutions of diagonally dominant tridiagonal linear systems ⋮ Structured condition numbers and statistical condition estimation for the \(LDU\) factorization ⋮ Accurate Computations and Applications of Some Classes of Matrices ⋮ Improved rigorous perturbation bounds for the LU and QR factorizations ⋮ Accurate solutions of structured generalized Kronecker product linear systems ⋮ Accurate computations of eigenvalues of quasi-Cauchy-Vandermonde matrices ⋮ Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices ⋮ On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices ⋮ A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy ⋮ Computing eigenvalues of quasi-generalized Vandermonde matrices to high relative accuracy ⋮ Relative Perturbation Analysis for Eigenvalues and Singular Values of Totally Nonpositive Matrices

Uses Software

• Matlab
• mctoolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Implicit standard Jacobi gives high relative accuracy
• A lower bound for the smallest singular value of a matrix
• On diagonal dominance arguments for bounding \(\| A^{-1}\|_\infty\)
• Pivoting strategies leading to diagonal dominance by rows
• Accurate singular values and differential qd algorithms
• Entrywise perturbation theory for diagonally dominant M-matrices with applications
• Accurate SVDs of weakly diagonally dominant M-matrices
• Relative-error bounds for the LU decomposition via the GTH algorithm
• Computing the singular value decomposition with high relative accuracy
• On computing accurate singular values and eigenvalues of matrices with acyclic graphs
• LDU decompositions with \(L\) and \(U\) well conditioned
• Accurate SVDs of polynomial Vandermonde matrices involving orthonormal polynomials
• Accurate computation of the smallest eigenvalue of a diagonally dominant $M$-matrix
• Accurate solution of structured linear systems via rank-revealing decompositions
• Computing singular values of diagonally dominant matrices to high relative accuracy
• Accurate Singular Values of Bidiagonal Matrices
• New Fast and Accurate Jacobi SVD Algorithm. I
• New Fast and Accurate Jacobi SVD Algorithm. II
• Combinatorial Preconditioners for Scalar Elliptic Finite-Element Problems
• Solving Elliptic Finite Element Systems in Near-Linear Time with Support Preconditioners
• Matrix Analysis
• Effectively Well-Conditioned Linear Systems
• Jacobi’s Method is More Accurate than QR
• Accurate Computation of the Product-Induced Singular Value Decomposition with Applications
• Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
• On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type
• Asymptotics for steady-state tail probabilities in structured markov queueing models
• An Orthogonal High Relative Accuracy Algorithm for the Symmetric Eigenproblem
• Accuracy and Stability of Numerical Algorithms
• Relative Perturbation Techniques for Singular Value Problems
• Accurate Singular Value Decompositions of Structured Matrices
• Relative Perturbation Bounds for Eigenvalues of Symmetric Positive Definite Diagonally Dominant Matrices
• Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
• Accurate Symmetric Rank Revealing and Eigendecompositions of Symmetric Structured Matrices
• Convergence Properties of the Spline Fit

This page was built for publication: Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices