On the growth factor in Gaussian elimination for generalized Higham matrices

被引：28
作者：
George, A
Ikramov, KD
Kucherov, AB
机构：
[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119899, Russia
[2] Univ Waterloo, Fac Math, Waterloo, ON N2L 3G1, Canada
来源：
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS | 2002年 / 9卷 / 02期
关键词：
CSPD matrices; Higham matrix; Gaussian elimination; growth factor; Loewner order;
D O I：
10.1002/nla.258
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A Higham matrix is a complex symmetric matrix A = B + iC, where both 3 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 3root2 holds true for a broader class of complex matrices 4 = 3 + iC, where 3 and C are Hermitian and positive definite. Copyright (C) 2002 John Wiley Sons, Ltd.
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页码：107 / 114
页数：8
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