Rounding errors in solving block Hessenberg systems

TitleRounding errors in solving block Hessenberg systems
Publication TypeJournal Articles
Year of Publication1996
AuthorsVon Matt U, Stewart G.W
JournalMathematics of Computation
Volume65
Issue213
Pagination115 - 135
Date Published1996/01//
ISBN Number0025-5718
Keywordsblock 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.

URLhttp://dx.doi.org/10.1090/S0025-5718-96-00667-9
DOI10.1090/S0025-5718-96-00667-9