Rounding errors in solving block Hessenberg systems

被引：9
|
作者：
VonMatt, U [1 ]
Stewart, GW [1 ]
机构：
[1] UNIV MARYLAND,DEPT COMP SCI,COLLEGE PK,MD 20742
来源：
MATHEMATICS OF COMPUTATION | 1996年 / 65卷 / 213期
关键词：
rounding error analysis; linear systems; block Hessenberg matrices; block diagonally dominant matrices; M-matrices;
D O I：
10.1090/S0025-5718-96-00667-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A rounding error analysis is presented for a divide-and-conquer algorithm to solve linear systems with block Hessenberg matrices. Conditions are derived under which the algorithm computes a stable solution. The algorithm is shown to be stable for block diagonally dominant matrices and for M-matrices.
引用
收藏
页码：115 / 135
页数：21
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