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Mixed block elimination for linear systems with wider borders 总被引:1,自引:0,他引:1
The paper is about the stable solution of possibly ill-conditionedbordered linear systems. Given stable solvers for matrix A andfor AT, we prove that the Govaerts Mixed Block Elimination (BEM)method constitutes a stable solver for the matrix consistingof A or AT with a border of width 1, and hence by recursionfor a border of any width. We express the algorithm in an efficient,iterative, form. We analyse its operation count, and verifythe theory by extensive numerical experiments.
*Senior Research Associate of the Belgian National Fund of ScientificResearch NFWO. 相似文献
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