Rounding Errors in Solving Block Hessenberg Systems
Matt, Urs von
Stewart, G. W.
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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 backward stable solution. The algorithm is shown to be stable for diagonally dominant matrices and for M-matrices. (Also cross-referenced as UMIACS-TR-94-105)