Block LU factorization is stable for block matrices whose inverses are block diagonally dominant |
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Authors: | A George Kh D Ikramov |
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Institution: | (1) School of Computer Science, University of Waterloo, Canada;(2) Moscow State University, Moscow |
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Abstract: | Let A Mn
(C) and let the inverse matrix B = A–1
be block diagonally dominant by rows (columns) w.r.t. an m × m block partitioning and a matrix norm. We show that A possesses a block LU factorization w.r.t. the same block partitioning, and the growth factor for A in this factorization is bounded above by 1 + , where = max
1 i m i and i, 0 i 1, are the row (column) block dominance factors of B. Further, the off-diagonal blocks of A (and of its block Schur complements) satisfy the inequalities Bibliography: 4 titles._________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 296, 2003, pp. 15–26. |
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Keywords: | |
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