A new backward error analysis of LU factorization is presented. It allows do obtain a sharper upper bound for the forward error and a new definition of the growth factor that we compare with the well known Wilkinson growth factor for some classes of matrices. Numerical experiments show that the new growth factor is often of order approximately log(2)n whereas Wilkinson's growth factor is of order n or root n.
A new approach to backward error analysis of LU factorization
AMODIO, Pierluigi;MAZZIA, Francesca
1999
Abstract
A new backward error analysis of LU factorization is presented. It allows do obtain a sharper upper bound for the forward error and a new definition of the growth factor that we compare with the well known Wilkinson growth factor for some classes of matrices. Numerical experiments show that the new growth factor is often of order approximately log(2)n whereas Wilkinson's growth factor is of order n or root n.File in questo prodotto:
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