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Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

Factorizing complex symmetric matrices with positive definite real and imaginary parts

Author(s): Nicholas J. Higham.
Journal: Math. Comp. 67 (1998), 1591-1599.
MSC (1991): Primary 65F05
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Abstract: Complex symmetric matrices whose real and imaginary parts are positive definite are shown to have a growth factor bounded by 2 for LU factorization. This result adds to the classes of matrix for which it is known to be safe not to pivot in LU factorization. Block $\mathrm{LDL^T}$ factorization with the pivoting strategy of Bunch and Kaufman is also considered, and it is shown that for such matrices only $1\times 1$ pivots are used and the same growth factor bound of 2 holds, but that interchanges that destroy band structure may be made. The latter results hold whether the pivoting strategy uses the usual absolute value or the modification employed in LINPACK and LAPACK.


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Additional Information:

Nicholas J. Higham
Affiliation: Department of Mathematics, University of Manchester, Manchester, M13 9PL, England
Email: higham@ma.man.ac.uk

DOI: 10.1090/S0025-5718-98-00978-8
PII: S 0025-5718(98)00978-8
Keywords: Complex symmetric matrices, LU factorization, diagonal pivoting factorization, block $\mathrm{LDL^T}$ factorization, Bunch--Kaufman pivoting strategy, growth factor, band matrix, LINPACK, LAPACK
Received by editor(s): December 8, 1996
Copyright of article: Copyright 1998, American Mathematical Society


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