[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ skip to main content
research-article

Accurate solutions of diagonally dominant tridiagonal linear systems

Published: 01 September 2014 Publication History

Abstract

In this paper, we settle Higham’s conjecture for the LU factorization of diagonally dominant tridiagonal matrices. We establish a strong componentwise perturbation bound for the solution of a diagonally dominant tridiagonal linear system, independent of the traditional condition number of the coefficient matrix. We then accurately and efficiently solve the linear system by the GTH-like algorithm without pivoting, as suggested by the perturbation result.

References

[1]
Alfa, A.S., Xue, J., Ye, Q.: Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix. Math. Comp. 71, 217–236 (2002)
[2]
Alfa, A.S., Xue, J., Ye, Q.: Entrywise perturbation theory for diagonally dominant M-matrices with applications. Numer. Math. 90, 401–414 (2002)
[3]
Banoczi, J.M., Chiu, N.C., Cho, G.E., Ipsen, I.C.F.: The lack of influence of the right-hand side on the accuracy of linear system solutions. SIAM J. Sci. Comput. 20, 203–227 (1998)
[4]
Bar-On, I., Leoncini, M.: Reliable solution of tridiagonal systems of linear equations. SIAM J. Numer. Anal. 38, 1134–1153 (2000)
[5]
Barlow, J., Demmel, J.: Computing accurate eigensystems of scaled diagonally dominant matrices. SIAM J. Numer. Anal. 27, 762–791 (1990)
[6]
Barreras, A., Peña, J.M.: Accurate and efficient LDU decompositions of diagonally dominant M-matrices. Electron. J. Linear Algebra 24, 152–167 (2012/2013)
[7]
Boisvert, R.F.: Algorithms for special tridiagonal systems. SIAM J. Sci. and Stat. Comput. 12, 423–442 (1991)
[8]
Bueno, M., Dopico, F.: Stability and sensitivity of tridiagonal LU factorization without pivoting. BIT 44, 651–673 (2004)
[9]
Demmel, J., Koev, P.: Accurate SVDs of weakly diagonally dominant M-matrices. Numer. Math. 98, 99–104 (2004)
[10]
Dorr, F.W.: An example of ill-conditioning in the numerical solution of singular perturbation problems. Math. Comp. 25, 271–293 (1971)
[11]
Dopico, F., Koev, P.: Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices. Numer. Math. 119, 337–371 (2011)
[12]
Dopico, F., Molera, J.M.: Accurate solution of structured linear systems via rank-revealing decompositions. IMA J. Numer. Anal. 32, 1096–1116 (2012)
[13]
da Fonseca, C.M., Petronilho, J.: Explicit inverse of a tridiagonal k-Toeplitz matrix. Numer. Math. 100, 457–482 (2005)
[14]
El-Shehawey, M.A.: On inverses of tridiagonal matrices arising from Markov chain-random walk I. SIAM J. Matrix Anal. Appl. 30, 497–508 (2008)
[15]
Fischer, C.F., Usmani, R.A.: Properties of some tridiagonal matrices and their application to boundary value problems. SIAM J. Numer. Anal. 6, 127–142 (1969)
[16]
Higham, N.J.: Bounding the error in Gaussian elimination for tridiagonal systems. SIAM J. Matrix Anal. Appl. 11, 521–530 (1990)
[17]
Higham, N.J.: Accuracy and Stability of Numerical Algorithms, 2nd edn. SIAM, Philadelphia (2002)
[18]
Horn, R.A., Johnson, C.R.: Topics in Matrix Analysis. Cambridge University Press, Cambridge (1991)
[19]
Matejas, J., Hari, V.: Accuracy of the Kogbetliantz method for scaled diagonally dominant triangular matrices. Appl. Math. Comput. 217, 3726–3746 (2010)
[20]
Meurant, G.: A review on the inverse of symmetric tridiagonal and block tridiagonal matrices. SIAM J. Matrix Anal. Appl. 13, 707–728 (1992)
[21]
Nabben, R.: Two-sided bounds on the inverses of diagonally dominant tridiagonal matrices. Linear Algebra Appl. 287, 289–305 (1999)
[22]
Nabben, R.: Decay rates of the inverse of nonsymmetric tridiagonal and band matrices. SIAM J. Numer. Anal. 20, 820–837 (1999)
[23]
Walshaw, C.H.: Diagonal dominance in the parallel partition method for tridiagonal systems. SIAM J. Matrix Anal. Appl. 16, 1086–1099 (1995)
[24]
Xue, J., Jiang, E.: Entrywise relative perturbation theory for nonsingular M-matrices and its applications. BIT 35, 417–427 (1995)
[25]
Ye, Q.: Computing singular values of diagonally dominant matrices to high relative accuracy. Math. Comp. 77, 2195–2230 (2008)
[26]
Ye, Q.: Relative perturbation bounds for eigenvalues of symmetric positive definite diagonally dominant matrices. SIAM J. Matrix Anal. Appl. 31, 11–17 (2009)

Cited By

View all
  • (2021)Accurate solutions of structured generalized Kronecker product linear systemsNumerical Algorithms10.1007/s11075-020-00988-587:2(797-818)Online publication date: 1-Jun-2021

Recommendations

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image BIT
BIT  Volume 54, Issue 3
Sep 2014
273 pages

Publisher

BIT Computer Science and Numerical Mathematics

United States

Publication History

Published: 01 September 2014

Author Tags

  1. Tridiagonal linear systems
  2. Diagonally dominant
  3. Accuracy
  4. Componentwise errors

Qualifiers

  • Research-article

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)0
  • Downloads (Last 6 weeks)0
Reflects downloads up to 27 Jan 2025

Other Metrics

Citations

Cited By

View all
  • (2021)Accurate solutions of structured generalized Kronecker product linear systemsNumerical Algorithms10.1007/s11075-020-00988-587:2(797-818)Online publication date: 1-Jun-2021

View Options

View options

Figures

Tables

Media

Share

Share

Share this Publication link

Share on social media