LDU decompositions with \(L\) and \(U\) well conditioned
Electronic transactions on numerical analysis, Tome 18 (2004), pp. 198-208
We present, for some classes of matrices, -decompositions whose unit triangular factors $\textcent $###$\sterling $########$ \textcent $and are simultaneously very well conditioned. Our examples include diagonally dominant matrices by rows and
columns and their inverses, Stieljes matrices and -matrices diagonally dominant by rows or columns. We also § show a construction of an accurate computation of the -decomposition for any -matrix diagonally dominant $\textcent \ddot \sterling $########
| $###$ |
| $ {\S} by rows or columns, which in turn can be applied to obtain an accurate singular value decomposition.$ |
Classification :
65F05, 65F35, 15A12
Keywords: conditioning, diagonal dominance, pivoting strategies, accuracy, singular value decomposition
Keywords: conditioning, diagonal dominance, pivoting strategies, accuracy, singular value decomposition
@article{ETNA_2004__18__a0,
author = {Pe\~na, J.M.},
title = {LDU decompositions with {\(L\)} and {\(U\)} well conditioned},
journal = {Electronic transactions on numerical analysis},
pages = {198--208},
year = {2004},
volume = {18},
zbl = {1083.65033},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_2004__18__a0/}
}
Peña, J.M. LDU decompositions with \(L\) and \(U\) well conditioned. Electronic transactions on numerical analysis, Tome 18 (2004), pp. 198-208. http://geodesic.mathdoc.fr/item/ETNA_2004__18__a0/