STABILITY OF THE MATRIX FACTORIZATION FOR SOLVING BLOCK TRIDIAGONAL SYMMETRIC INDEFINITE LINEAR SYSTEMS

摘要

In this paper, we propose a new factorization method for block tridiagonal symmetric indefinite matrices. We also discuss the stability of the factorization method. As a measurement of stability, an effective condition number is derived by using backward error analysis and perturbation analysis. It shows that under some suitable assumptions, the solution obtained by this factorization method is acceptable. Numerical results demonstrate that the factorization is stable if its condition number is not too large.