Accurate and efficient LDU decomposition of almost diagonally dominant Z-matrices

作者：Barreras A^*; Pena J M

来源：BIT Numerical Mathematics, 2014, 54(2): 343-356.

DOI：10.1007/s10543-013-0461-1

• LDU decomposition
• Rank revealing decomposition
• Accuracy
• Z-matrices
• Almost diagonal dominance

For a class of nonsingular almost row diagonally dominant -matrices and given adequate parameters, an efficient method to compute its decomposition with high relative accuracy is provided. It adds an additional cost of elementary operations over the computational cost of Gaussian elimination. Numerical examples illustrate that the obtained decompositions are rank revealing, and comparisons with alternative procedures are included.

• 出版日期2014-6