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Rounding Errors in Solving Block Hessenberg Systems |
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| Authors: | Urs von Matt G. W. Stewart. |
| Affiliation: | Institute for Advanced Computer Studies, University of Maryland, College Park, Maryland 20742 ; Department of Computer Science and Institute for Advanced Computer Studies, University of Maryland, College Park, Maryland 20742 |
| Abstract: | A rounding error analysis is presented for a divide-and-conquer algorithm to solve linear systems with block Hessenberg matrices. Conditions are derived under which the algorithm computes a stable solution. The algorithm is shown to be stable for block diagonally dominant matrices and for M-matrices. |
| Keywords: | Rounding error analysis linear systems block Hessenberg matrices block diagonally dominant matrices M-matrices |
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