Title
Stable Factorizations of Symmetric Tridiagonal and Triadic Matrices
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 LXLT factorizations of symmetric triadic matrices, where L is unit lower triangular and X is diagonal, block diagonal with 1 x 1 and 2 x 2 blocks, or the identity with L lower triangular. We prove that with diagonal pivoting, the LXLT 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.
Year
DOI
Venue
2006
10.1137/050636280
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Keywords
Field
DocType
matrix factorizations,tridiagonal matrices,pivoting,Cholesky decomposition
Tridiagonal matrix,Diagonal,Combinatorics,Matrix (mathematics),Symmetric matrix,Triangular matrix,Band matrix,Block matrix,Sparse matrix,Mathematics
Journal
Volume
Issue
ISSN
28
2
0895-4798
Citations 
PageRank 
References 
3
0.47
4
Authors
2
Name
Order
Citations
PageRank
Haw-ren Fang113213.24
O'Leary, Dianne P.21064222.93