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Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices

机译:LDU分解的摄动理论和对角占优矩阵的精确计算

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We present a structured perturbation theory for the LDU factorization of (row) diagonally dominant matrices and we use this theory to prove that a recent algorithm of Ye (Math Comp 77(264):2195-2230, 2008) computes the L, D and U factors of these matrices with relative errors less than 14n~3u, where u is the unit roundoff and n × n is the size of the matrix. The relative errors for D are componentwise and for L and U are normwise with respect the "max norm" {double pipe}A{double pipe}_M = max_(ij){pipe}a_(ij). These error bounds guarantee that for any diagonally dominant matrix A we can compute accurately its singular value decomposition and the solution of the linear system Ax = b for most vectors b, independently of the magnitude of the traditional condition number of A and in O(n~3) flops.
机译:我们提出了一种结构化摄动理论,用于(行)对角占优矩阵的LDU分解,并且我们使用该理论来证明Ye的最新算法(Math Comp 77(264):2195-2230,2008)计算L,D和这些矩阵的U因子相对误差小于14n〜3u,其中u是单位舍入,n×n是矩阵的大小。 D的相对误差是相对于“最大范数”的分量误差,而L和U的相对误差是相对于“最大范数”的相对误差。这些误差范围保证了对于任何对角占优矩阵A,我们都能准确地计算其奇异值分解以及对于大多数向量b的线性系统Ax = b的解,而与传统条件数A的大小和O(n 〜3)翻牌圈。

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