Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant
Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XVI, Tome 296 (2003), pp. 15-26
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Let $A\in M_n(\mathbb C)$ and let its inverse $B=A^{-1}$ be represented as an $m\times m$ block matrix that is block diagonally dominant either by rows or by columns w.r.t. a certain matrix norm. We show that $A$ possesses a block $LU$ factorization w.r.t. the partitioning defined by $B$, and the growth factor for $A$ in this factorization is bounded above by $1+\sigma$,where $\sigma=\max_{1\le i\le m}\sigma_i$ and the $\sigma_i$, $0\le\sigma_i\le1$, are the row (column) block dominance factors of $B$. Further, the off-diagonal blocks of $A$ (and of its block Schur complements) satisfy the relations $$ \|A_{ji}A_{ii}^{-1}\|\le\sigma_j, \qquad j\ne i. $$
@article{ZNSL_2003_296_a1,
author = {A. George and Kh. D. Ikramov},
title = {Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {15--26},
year = {2003},
volume = {296},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2003_296_a1/}
}
TY - JOUR AU - A. George AU - Kh. D. Ikramov TI - Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant JO - Zapiski Nauchnykh Seminarov POMI PY - 2003 SP - 15 EP - 26 VL - 296 UR - http://geodesic.mathdoc.fr/item/ZNSL_2003_296_a1/ LA - ru ID - ZNSL_2003_296_a1 ER -
A. George; Kh. D. Ikramov. Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant. Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XVI, Tome 296 (2003), pp. 15-26. http://geodesic.mathdoc.fr/item/ZNSL_2003_296_a1/
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