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Block LU factorization is stable for block matrices whose inverses are block diagonally dominant
Authors:A George  Kh D Ikramov
Institution:(1) School of Computer Science, University of Waterloo, Canada;(2) Moscow State University, Moscow
Abstract:Let A isin Mn (C) and let the inverse matrix B = A1 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 + sgr, where sgr = max 1leilem sgri and sgri, 0 le sgri le 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

$$\parallel A_{ji} A_{ii}^{ - 1} \parallel  \leqslant \sigma _j ,j \ne i.$$
Bibliography: 4 titles._________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 296, 2003, pp. 15–26.
Keywords:
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