A Stability Property of T. Chan's Preconditioner

  • Authors:

  • Xiao-Qing Jin;Yi-Min Wei;Wei XU

  • Affiliations:

  • -;-;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2003

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Abstract

In this short note, we prove that T. Chan's preconditioner proposed in {TChan} [SIAM J. Sci. Statist. Comput., 9 (1988), pp. 766--771] is stable for matrices that are normal and stable.