Entrywise relative perturbation theory for nonsingularM-matrices and applications |
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| Authors: | Xue Jungong Jiang Erxiong |
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| Affiliation: | (1) Institute of Mathematics, Fudan University, 200433 Shanghai, People's Republic of China |
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| Abstract: | This paper establishes a new entrywise relative perturbation result for the inverse of a nonsingularM-matrixA. It is shown that a version of Gaussian elimination with one step of iterative refinement solves the systemAx =b, whereb is nonnegative, with small entrywise relative error. IfA is tridiagonal, the Gaussian elimination alone suffices. |
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| Keywords: | M-matrix Gaussian elimination regular splitting iterative refinement error analysis |
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