ACCURATE AND EFFICIENT LDU DECOMPOSITIONS OF DIAGONALLY DOMINANT M-MATRICES

作者：Barreras A^*; Pena J M

来源：Electronic Journal of Linear Algebra, 2012, 24: 152-167.

• LDU decomposition
• rank revealing decomposition
• accuracy
• M-matrices
• diagonal dominance

An efficient method for the computation to high relative accuracy of the LDU decomposition of an n x n row diagonally dominant M-matrix is presented, assuming that the off-diagonal entries and row sums are given. This method costs an additional O(n(2)) elementary operations over the cost of Gaussian elimination, and leads to a lower triangular, column diagonally dominant matrix and an upper triangular, row diagonally dominant matrix. Comparisons with other methods in the literature are commented and illustrated.

• 出版日期2012