Factoring symmetric totally nonpositive matrices and inverses with a diagonal pivoting method

Factoring symmetric totally nonpositive matrices and inverses with a diagonal pivoting method
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使用对角旋转方法分解对称完全非正矩阵和逆矩阵

DOI:
10.1007/s10543-012-0404-2
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发表时间:
2012-11
影响因子:
1.5
通讯作者:
Huang, Rong
Huang, Rong
中科院分区:
数学3区
文献类型:
--
作者:
Huang, Rong

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本文考虑如何利用对称全非正矩阵及其逆矩阵的对称性质,对对称全非正矩阵及其逆矩阵进行分解。众所周知,Bunch-Kaufman算法是最常用的旋转策略,然而,它可以在下三角因子中产生任意大的条目,如我们的例子所示。因此,有趣的是,当Bunch-Parlett算法针对这些矩阵进行简化时,它只需要O(n2)比较,并且增长因子很好地限制在4范围内。这些事实,加上一个很好的有界的下三角因子和一个令人愉快的小的相对向后误差,表明Bunch-Parlett算法是更可取的比Bunch-Kaufman算法处理这些矩阵。
In this paper, we consider how to factor symmetric totally nonpositive matrices and their inverses by taking advantage of the symmetric property. It is well-known that the Bunch-Kaufman algorithm is the most commonly used pivoting strategy which can, however, produce arbitrarily large entries in the lower triangular factor for such matrices as illustrated by our example. Therefore, it is interesting to show that when the Bunch-Parlett algorithm is simplified for these matrices, it only requiresO(n2) comparisons with the growth factor being nicely bounded by 4. These facts, together with a nicely bounded lower triangular factor and a pleasantly small relative backward error, show that the Bunch-Parlett algorithm is more preferable than the Bunch-Kaufman algorithm when dealing with these matrices.
符号正则矩阵的 m 带因式分解的符号结构保留
DOI: 10.1016/j.laa.2011.09.006
发表时间: 2012-04
影响因子: 1.1
作者:
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DOI: 10.1137/s0895479895290371
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