Result: On the growth factor in Gaussian elimination for generalized Higham matrices: On the growth factor in Gaussian elimination for generalized Higham matrices.

Title:
On the growth factor in Gaussian elimination for generalized Higham matrices: On the growth factor in Gaussian elimination for generalized Higham matrices.
Source:
Numerical Linear Algebra with Applications. 9:107-114
Publisher Information:
Wiley, 2002.
Publication Year:
2002
Document Type:
Academic journal Article
File Description:
application/xml
Language:
English
ISSN:
1099-1506
1070-5325
DOI:
10.1002/nla.258
DOI:
10.1002/nla.258.abs
Rights:
Wiley Online Library User Agreement
Accession Number:
edsair.doi.dedup.....10a6dce70a413e374d8736f8a227d2b7
Database:
OpenAIRE

Further Information

A Higham matrix is a complex symmetric matrix A=B+iC, where both B and C are real, symmetric and positive definite. We prove that, for such A, the growth factor in Gaussian elimination is less than 3. Moreover, a slightly larger bound $${3\sqrt{2}}$$ holds true for a broader class of complex matrices A=B+iC, where B and C are Hermitian and positive definite. Copyright © 2002 John Wiley & Sons, Ltd.