The Growth-Factor Bound for the Bunch-Kaufman Factorization Is Tight

DOI10.1137/100801548zbMath1242.65054arXiv1201.6035OpenAlexW2088767018MaRDI QIDQ3112400

Sivan Toledo, Alex Druinsky

Publication date: 16 January 2012

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.6035

zbMATH Keywords

numerical stabilitygrowth factorpartial pivotingBunch-Kaufman factorizationsymmetric indefinite matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (4)

The Bunch-Kaufman factorization of symmetric matrices signature similar to sign regular matrices ⋮ Randomized Complete Pivoting for Solving Symmetric Indefinite Linear Systems ⋮ An alternative full-pivoting algorithm for the factorization of indefinite symmetric matrices ⋮ Add-sub pivoting triangular factorization for symmetric matrix

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