Stability analysis of block LDLT factorization for symmetric indefinite matrices

被引:6
|
作者
Fang, Haw-ren [1 ]
机构
[1] Univ Minnesota, Dept Comp Sci & Engn, Minneapolis, MN 55455 USA
基金
美国国家科学基金会;
关键词
backward error analysis; numerical stability; block LDLT factorization; symmetric indefinite matrix; inertia preservation; inertia estimation; rank estimation; TRIDIAGONAL MATRICES; PIVOTING STRATEGY; LINEAR-EQUATIONS; SYSTEMS;
D O I
10.1093/imanum/drp053
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider block LDLT factorization for symmetric indefinite matrices in the form LDLT, where L is unit lower triangular and D is block diagonal with each diagonal block having dimension 1 or 2. The stability of this factorization and its application to solving symmetric indefinite linear systems has been well studied. On the other hand, while all rounding error analysis of block LDLT factorization in the literature relies on the outer product form, this paper gives a novel componentwise backward error analysis based on the inner product form. The new results include a condition under which block LDLT factorization in inexact arithmetic is guaranteed to preserve the inertia and a reliability analysis of rank estimation and inertia estimation of symmetric indefinite matrices by block LDLT factorization.
引用
收藏
页码:528 / 555
页数:28
相关论文
共 50 条
  • [1] Stability of block LDLT factorization of a symmetric tridiagonal matrix
    Higham, NJ
    LINEAR ALGEBRA AND ITS APPLICATIONS, 1999, 287 (1-3) : 181 - 189
  • [2] SYM-ILDL: Incomplete LDLT Factorization of Symmetric Indefinite and Skew-Symmetric Matrices
    Greif, Chen
    He, Shiwen
    Liu, Paul
    ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 2017, 44 (01):
  • [3] Stability analysis of block LU factorization for complex symmetric block tridiagonal matrices
    Wu, Chi-Ye
    Huang, Ting-Zhu
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2012, 236 (07) : 2037 - 2046
  • [4] Stability of the matrix factorization for solving block tridiagonal symmetric indefinite linear systems
    Zhao, JX
    Wang, WG
    Ren, WQ
    BIT NUMERICAL MATHEMATICS, 2004, 44 (01) : 181 - 188
  • [5] Stability of the Matrix Factorization for Solving Block Tridiagonal Symmetric Indefinite Linear Systems
    Jinxi Zhao
    Weiguo Wang
    Weiqing Ren
    BIT Numerical Mathematics, 2004, 44 : 181 - 188
  • [6] Numerical issues in computing the antitriangular factorization of symmetric indefinite matrices
    Laudadio, Teresa
    Mastronardi, Nicola
    Van Dooren, Paul
    APPLIED NUMERICAL MATHEMATICS, 2017, 116 : 204 - 214
  • [7] A New Pivot Selection Algorithm for Symmetric Indefinite Factorization Arising in Quadratic Programming with Block Constraint Matrices
    Jetpipattanapong, Duangpen
    Srijuntongsiri, Gun
    CHIANG MAI JOURNAL OF SCIENCE, 2018, 45 (02): : 1181 - 1193
  • [8] Rank-revealing decomposition of symmetric indefinite matrices via block anti-triangular factorization
    Mastronardi, Nicola
    Van Dooren, Paul
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2016, 502 : 126 - 139
  • [9] An alternative full-pivoting algorithm for the factorization of indefinite symmetric matrices
    Fernandez de Bustos, I.
    Agirrebeitia, J.
    Ajuria, G.
    Ansola, R.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2015, 274 : 44 - 57
  • [10] An analysis of GCD and LCM matrices via the LDLT-factorization
    Ovall, JS
    ELECTRONIC JOURNAL OF LINEAR ALGEBRA, 2004, 11 : 51 - 58