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 40 条
  • [21] Stability Analysis for Kalman Filters with Random Measurement Matrices
    Marelli, Damian
    Sui, Tianju
    Fu, Minyue
    2017 13TH IEEE INTERNATIONAL CONFERENCE ON CONTROL & AUTOMATION (ICCA), 2017, : 502 - 506
  • [22] STABILITY ANALYSIS OF A HOUSEHOLDER-BASED ALGORITHM FOR DOWNDATING THE CHOLESKY FACTORIZATION
    BOJANCZYK, AW
    STEINHARDT, AO
    SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1991, 12 (06): : 1255 - 1265
  • [23] Fast convergence of trust-regions for non-isolated minima via analysis of CG on indefinite matrices
    Rebjock, Quentin
    Boumal, Nicolas
    MATHEMATICAL PROGRAMMING, 2024,
  • [24] New sufficient conditions for robust stability analysis of interval matrices
    Firouzbahrami, Majid
    Babazadeh, Maryam
    Karimi, Houshang
    Nobakhti, Amin
    SYSTEMS & CONTROL LETTERS, 2012, 61 (12) : 1117 - 1123
  • [25] Dispersion and Stability Analysis for TLM Unstructured Block Meshing
    Ijjeh, Abdelrahman A.
    Cueille, Marylene
    Dubard, Jean-Lou
    Ney, Michel M.
    IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, 2021, 69 (10) : 4352 - 4365
  • [26] Symmetric Jacobian for local Lyapunov exponents and Lyapunov stability analysis revisited
    Waldner, Franz
    Klages, Rainer
    CHAOS SOLITONS & FRACTALS, 2012, 45 (03) : 325 - 340
  • [27] Symmetric Admittance Modeling for Stability Analysis of Grid-Connected Converters
    Xu, Luyao
    Xin, Huanhai
    Huang, Linbin
    Yuan, Hui
    Ju, Ping
    Wu, Di
    IEEE TRANSACTIONS ON ENERGY CONVERSION, 2020, 35 (01) : 434 - 444
  • [28] Re-visiting Riemannian geometry of symmetric positive definite matrices for the analysis of functional connectivity
    You, Kisung
    Park, Hae-Jeong
    NEUROIMAGE, 2021, 225
  • [29] Characterization and Stability Analysis of Biopolymeric Matrices Designed for Phage-Controlled Release
    Dini, Cecilia
    Islan, German A.
    Castro, Guillermo R.
    APPLIED BIOCHEMISTRY AND BIOTECHNOLOGY, 2014, 174 (06) : 2031 - 2047
  • [30] RELATIONS BETWEEN TRANSFER MATRICES AND NUMERICAL STABILITY ANALYSIS TO AVOID THE Ωd PROBLEM
    Perez-Alvarez, R.
    Pernas-Salomon, R.
    Velasco, V. R.
    SIAM JOURNAL ON APPLIED MATHEMATICS, 2015, 75 (04) : 1403 - 1423