Stable Factorizations of Symmetric Tridiagonal and Triadic Matrices
Stable Factorizations of Symmetric Tridiagonal and Triadic Matrices
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Date
2006-01-13T22:16:05Z
Authors
Fang, Haw-ren
O'Leary, Dianne
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Abstract
We call a matrix triadic if it has no more than two nonzero off-diagonal
elements in any column. A symmetric tridiagonal matrix is a special case.
In this paper we consider $LXL^T$ factorizations of symmetric triadic
matrices, where $L$ is unit lower triangular and $X$ is diagonal, block
diagonal with $1\!\times\!1$ and $2\!\times\!2$ blocks, or the identity
with $L$ lower triangular. We prove that with diagonal pivoting, the
$LXL^T$ factorization of a symmetric triadic matrix is sparse, study some
pivoting algorithms, discuss their growth factor and performance, analyze
their stability, and develop perturbation bounds. These factorizations are
useful in computing inertia, in solving linear systems of equations, and
in determining modified Newton search directions.