Stable Factorizations of Symmetric Tridiagonal and Triadic Matrices
Author(s) -
Hawren Fang,
Dianne P. O’Leary
Publication year - 2006
Publication title -
siam journal on matrix analysis and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.268
H-Index - 101
eISSN - 1095-7162
pISSN - 0895-4798
DOI - 10.1137/050636280
Subject(s) - tridiagonal matrix , mathematics , diagonal , triangular matrix , block matrix , combinatorics , band matrix , matrix (chemical analysis) , factorization , identity matrix , symmetric matrix , diagonal matrix , matrix decomposition , main diagonal , sparse matrix , pure mathematics , square matrix , algorithm , eigenvalues and eigenvectors , geometry , physics , materials science , composite material , quantum mechanics , invertible matrix , gaussian
We call a matrix triadic if it has no more than two nonzero o-diagonal elements in any column. A symmetric tridiagonal matrix is a special case. In this paper we consider LXLT factorizations of symmetric triadic matrices, where L is unit lower triangular and X is diagonal, block diagonal with 1 1a nd 22 blocks, or the identity with L lower triangular. We prove that with diagonal pivoting, the LXLT factorization of a symmetric triadic matrix is sparse, study some pivoting algorithms, discuss their growth factor and performance, analyze their stability, and develop perturbation bounds. These factorizations are useful in computing inertia, in solving linear systems of equations, and in determining modied Newton search directions.
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