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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 296, Pages 15–26
(Mi znsl1228)
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Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant
A. Georgea, Kh. D. Ikramovb a David R. Cheriton School of Computer Science, University of Waterloo
b M. V. Lomonosov Moscow State University
Abstract:
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
$$
\|A_{ji}A_{ii}^{-1}\|\le\sigma_j, \qquad j\ne i.
$$
Received: 17.03.2003
Citation:
A. George, Kh. D. Ikramov, “Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant”, Computational methods and algorithms. Part XVI, Zap. Nauchn. Sem. POMI, 296, POMI, St. Petersburg, 2003, 15–26; J. Math. Sci. (N. Y.), 127:3 (2005), 1962–1968
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https://www.mathnet.ru/eng/znsl1228 https://www.mathnet.ru/eng/znsl/v296/p15
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Abstract page: | 711 | Full-text PDF : | 396 | References: | 89 |
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