Rounding errors in solving block Hessenberg systems
Title | Rounding errors in solving block Hessenberg systems |
Publication Type | Journal Articles |
Year of Publication | 1996 |
Authors | Von Matt U, Stewart G.W |
Journal | Mathematics of Computation |
Volume | 65 |
Issue | 213 |
Pagination | 115 - 135 |
Date Published | 1996/01// |
ISBN Number | 0025-5718 |
Keywords | block diagonally dominant matrices, block Hessenberg matrices, Linear systems, M-matrices, rounding error analysis |
Abstract | 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. |
URL | http://dx.doi.org/10.1090/S0025-5718-96-00667-9 |
DOI | 10.1090/S0025-5718-96-00667-9 |