A note on a paper by P. Amodio and F. Mazzia (Q5952353)
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scientific article; zbMATH DE number 1688769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on a paper by P. Amodio and F. Mazzia |
scientific article; zbMATH DE number 1688769 |
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A note on a paper by P. Amodio and F. Mazzia (English)
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19 August 2002
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Let \(A\in\mathbb{R}^{n\times n}\) be a nonsingular matrix, let \(A^{(t)}\), \(t = 2,\dots,n\), be the matrices of the Gaussian elimination directly after the \(t\)-th elimination before pivoting is applied. With \(A^{(1)}:= A\), \(U := A^{(n)}\) the particular growth factor \(\rho_n(A)\) of \textit{P. Amodio} and \textit{F. Mazzia} [BIT 39, No.~3, 385-402 (1999; Zbl 0944.65026)] is defined by \[ \rho_n(A):=\frac{\max_t\|A^{(t)}\|_\infty}{\|A\|_\infty} , \] where \(\|\cdot \|_\infty\) denotes the usual row sum norm.~With the condition number \(\kappa(A):=\|A\|_\infty\|A^{-1}\|_\infty\) the author shows by an example that \(\kappa(U)>\rho_n(A)\kappa(A)\) can hold for an \(M\)-matrix \(A\) and some pivoting strategy (in contrast to a result of Amodio and Mazzia). In addition, he presents a pivoting strategy for \(M\)-matrices which guarantees \(\rho_n(A)=1\) and \(\kappa(U)\leq \kappa(A)\).
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pivoting strategy
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backward error analysis
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Gaussian elimination
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growth factor
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condition number
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\(M\)-matrices
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