Factoring symmetric totally nonpositive matrices and inverses with a diagonal pivoting method |
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Authors: | Rong Huang |
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Institution: | 1. School of Mathematics and Computational Science, Xiangtan University, Xiangtan, 411105, Hunan, China
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Abstract: | In this paper, we consider how to factor symmetric totally nonpositive matrices and their inverses by taking advantage of the symmetric property. It is well-known that the Bunch-Kaufman algorithm is the most commonly used pivoting strategy which can, however, produce arbitrarily large entries in the lower triangular factor for such matrices as illustrated by our example. Therefore, it is interesting to show that when the Bunch-Parlett algorithm is simplified for these matrices, it only requires O(n 2) comparisons with the growth factor being nicely bounded by 4. These facts, together with a nicely bounded lower triangular factor and a pleasantly small relative backward error, show that the Bunch-Parlett algorithm is more preferable than the Bunch-Kaufman algorithm when dealing with these matrices. |
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