Stability analysis of block LU factorization for complex symmetric block tridiagonal matrices

被引:0
|
作者
Wu, Chi-Ye [1 ,2 ]
Huang, Ting-Zhu [2 ]
机构
[1] Jinan Univ, Shenzhen 518053, Guangdong, Peoples R China
[2] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu 610054, Sichuan, Peoples R China
关键词
Complex symmetric block tridiagonal matrices; Block LU factorization; Error analysis; Growth factor; GAUSSIAN-ELIMINATION; PIVOTING STRATEGY; GROWTH; REAL;
D O I
10.1016/j.cam.2011.10.022
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The existence of block LU factorization without pivoting for complex symmetric block tridiagonal matrices whose real and imaginary parts are positive definite and every block has the same property is assured. Some properties of the factors of the block LU factorization for this kind of matrices are presented. By the block representation of the factorization, the growth factor proposed by Amodio and Mazzia [P. Amodio, F. Mazzia, A new approach to the backward error analysis in the LU factorization algorithm, BIT 39 (1999) 385-402], sometimes, is less than or equal to 1. Based on the growth factor, an error analysis is also considered and it shows that the factorization is stable under some reasonable assumptions. Finally, a numerical experiment on a model problem is used to verify our results. (C) 2011 Elsevier B.V. All rights reserved.
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页码:2037 / 2046
页数:10
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