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Block LU factorizationMany of the currently popular 'block algorithms' are scalar algorithms in which the operations have been grouped and reordered into matrix operations. One genuine block algorithm in practical use is block LU factorization, and this has recently been shown by Demmel and Higham to be unstable in general. It is shown here that block LU factorization is stable if A is block diagonally dominant by columns. Moreover, for a general matrix the level of instability in block LU factorization can be founded in terms of the condition number kappa(A) and the growth factor for Gaussian elimination without pivoting. A consequence is that block LU factorization is stable for a matrix A that is symmetric positive definite or point diagonally dominant by rows or columns as long as A is well-conditioned.
Document ID
19950017172
Acquisition Source
Legacy CDMS
Document Type
Preprint (Draft being sent to journal)
Authors
Demmel, James W.
(California Univ. Berkeley, CA., United States)
Higham, Nicholas J.
(Manchester Univ. United Kingdom)
Schreiber, Robert S.
(Research Inst. for Advanced Computer Science Moffett Field, CA, United States)
Date Acquired
September 6, 2013
Publication Date
February 16, 1992
Subject Category
Numerical Analysis
Report/Patent Number
NAS 1.26:197949
NASA-CR-197949
RIACS-TR-92-03
Report Number: NAS 1.26:197949
Report Number: NASA-CR-197949
Report Number: RIACS-TR-92-03
Accession Number
95N23592
Funding Number(s)
CONTRACT_GRANT: NCC2-387
CONTRACT_GRANT: DAAL03-91-C-0047
CONTRACT_GRANT: NSF ASC-90-05933
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.
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