Stability of block LU factorization for block tridiagonal block H-matrices

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摘要

By a block representation of LU factorization for a general matrix introduced by Amodio and Mazzia [P. Amodio, F. Mazzia, A new approach to the backward error analysis in the LU factorization algorithm, BIT 39 (1999) 385–402], a block representation of block LU factorization for block tridiagonal block H-matrices is obtained and some properties on the factors of the factorization are presented. Perturbation theory for the block LU factorization of block tridiagonal block H-matrices is also considered. Then a rounding error analysis of the block LU factorization for block tridiagonal block H-matrices is given, and some bounds for the growth factor are proposed. Finally, a numerical example is presented to illustrate our theoretical results.

论文关键词:65F30,65G50,65Y20,Block tridiagonal block H-matrices,Stability,Block LU factorization,Perturbation,Rounding error analysis

论文评审过程:Received 27 February 2011, Revised 18 October 2011, Available online 13 January 2012.

论文官网地址:https://doi.org/10.1016/j.cam.2012.01.003