On the sensitivity of the LU factorization

BIT Numerical Mathematics

Volumn 38, Issue 3, 1998, Pages 486-501

  Chang, Xiao Wen ^a   Paige, Christopher C ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b MCGILL UNIVERSITY   (Canada)

Author keywords

Condition estimate; Condition number; LU factorization; Pivoting; Sensitivity

Indexed keywords

EID: 0000588623     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02510255     Document Type: Article

References (10)

1. H and the LU factorizations, BIT, 31 (1991), pp. 358-363.
2. X.-W. Chang, Perturbation Analysis of Some Matrix Factorizations, PhD thesis, Department of Computer Science, McGill University, Montreal, Canada, February 1997.
3. X.-W. Chang and C. C. Paige, Sensitivity analyses for factorizations of sparse or structured matrices, Linear Algebra Appl., to appear.
4. X.-W. Chang, C. C. Paige, and G. W. Stewart, New perturbation analyses for the Cholesky factorization, IMA J. Numer. Anal., 16 (1996), pp. 457-484.
5. X.-W. Chang, C. C. Paige, and G. W. Stewart, Perturbation analyses for the QR factorization, SIAM J. Matrix Anal. Appl., 18 (1997), pp. 775-791.
6. N. J. Higham, Accuracy and Stability of Numerical Algorithms, SIAM, Philadelphia, 1996.
7. G. W. Stewart, On the perturbation of LU, Cholesky, and QR factorizations, SIAM J. Matrix Anal. Appl., 14 (1993), pp. 1141-1145.
8. G. W. Stewart, On the perturbation of LU and Cholesky factors, IMA J. Numer. Anal., 17 (1997), pp. 1-6.
9. J.-G. Sun, Componentwise perturbation bounds for some matrix decompositions, BIT, 32 (1992), pp. 702-714.
10. A. van der Sluis, Condition numbers and equilibration of matrices, Numer. Math., 14 (1969), pp. 14-23.