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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 296, Pages 15–26 (Mi znsl1228)

Block $LU$ factorization is stable for block matrices whose inverses are block diagonally dominant

A. Georgea, Kh. D. Ikramovb

a David R. Cheriton School of Computer Science, University of Waterloo
b M. V. Lomonosov Moscow State University

Abstract: Let $A\in M_n(\mathbb C)$ and let its inverse $B=A^{-1}$ be represented as an $m\times m$ block matrix that is block diagonally dominant either by rows or by columns w.r.t. a certain matrix norm. We show that $A$ possesses a block $LU$ factorization w.r.t. the partitioning defined by $B$, and the growth factor for $A$ in this factorization is bounded above by $1+\sigma$,where $\sigma=\max_{1\le i\le m}\sigma_i$ and the $\sigma_i$, $0\le\sigma_i\le1$, are the row (column) block dominance factors of $B$. Further, the off-diagonal blocks of $A$ (and of its block Schur complements) satisfy the relations
$$ \|A_{ji}A_{ii}^{-1}\|\le\sigma_j, \qquad j\ne i. $$


UDC: 512.643

Received: 17.03.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 127:3, 1962–1968

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© Steklov Math. Inst. of RAS, 2024