Stability of the Diagonal Pivoting Method with Partial Pivoting

DOI10.1137/S0895479895290371MaRDI QIDQ3126187zbMATH OpenWikidataFDO

Authors Nicholas J. Higham

Publication date 2 April 1998

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

Full work available at URL https://doi.org/10.1137/S0895479895290371

zbMATH Keywords

diagonal pivoting methodstability

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

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Cited in

(17)

• Stability of block LDL^T factorization of a symmetric tridiagonal matrix
• Componentwise analysis of direct factorization of real symmetric and Hermitian matrices
• Factoring symmetric totally nonpositive matrices and inverses with a diagonal pivoting method
• Add-sub pivoting triangular factorization for symmetric matrix
• Componentwise error analysis for the block LU factorization of totally nonnegative matrices
• The Bunch-Kaufman factorization of symmetric matrices signature similar to sign regular matrices
• A backward stability analysis of diagonal pivoting methods for solving unsymmetric tridiagonal systems without interchanges.
• A mixed derivative terms removing method in multi-asset option pricing problems
• An alternative full-pivoting algorithm for the factorization of indefinite symmetric matrices
• scientific article; zbMATH DE number 556478 (Why is no real title available?)
• Randomized complete pivoting for solving symmetric indefinite linear systems
• Numerical analysis of novel finite difference methods
• Analysis of the Diagonal Pivoting Method
• An efficient algorithm for the minimal least squares solution of linear systems with indefinite symmetric matrices
• Spectral transformation for the dense symmetric semidefinite generalized eigenvalue problem
• Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems
• Jordan algebras, hemiplex numbers, and the Cholesky decomposition of arbitrary symmetric matrices

Describes a project that uses

Uses Software

• MA27
• LAPACK
• LINPACK
• mctoolbox

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