Stability of block LU factorization for block tridiagonal matrices

Authors:
Chi-Ye Wu;Ting-Zhu Huang
Affiliations:
School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China;School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China
Venue:
Computers & Mathematics with Applications
Year:
2009

Citing 9
Cited 1

Topics in matrix analysis

Topics in matrix analysis
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Iterative solution methods

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Accuracy and Stability of Numerical Algorithms

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Stability of block LU factorization for block tridiagonal block H-matrices

Journal of Computational and Applied Mathematics

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Abstract

It is showed that if A is I-block diagonally dominant (II-block diagonally dominant), then the reduced matrix S preserves the same property. We also give a sufficient condition for the reduced matrix S also to be a block H-matrix when A is a block H-matrix, and some properties on the comparison matrices @m"I(A^(^k^)), @m"I"I(A^(^k^)), @m"I(L), and @m"I(U) are obtained. Finally, error analysis of block LU factorization for block tridiagonal matrix is presented.