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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 296, Pages 15–26 (Mi znsl1228)  

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
References:
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
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 127, Issue 3, Pages 1962–1968
DOI: https://doi.org/10.1007/s10958-005-0154-7
Bibliographic databases:
UDC: 512.643
Language: Russian
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
Citation in format AMSBIB
\Bibitem{GeoIkr03}
\by A.~George, Kh.~D.~Ikramov
\paper Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant
\inbook Computational methods and algorithms. Part~XVI
\serial Zap. Nauchn. Sem. POMI
\yr 2003
\vol 296
\pages 15--26
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1228}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1997198}
\zmath{https://zbmath.org/?q=an:1116.65034}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 127
\issue 3
\pages 1962--1968
\crossref{https://doi.org/10.1007/s10958-005-0154-7}
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