Abstract
Let A be an n by n matrix which may be singular with a one-dimensional null space, and consider the /.(/-factorization of A. When A is exactly singular, we show conditions under which a pivoting strategy will produce a zero nth pivot. When A is not singular, we show conditions under which a pivoting strategy will produce an nth pivot that is 0(an) or 0(k˜\A)), where o is the smallest singular value of A and k(A) is the condition number of A. These conditions are expressed in terms of the elements of /f_1 in general but reduce to conditions on the elements of the singular vectors corresponding to o when A is nearly or exactly singular. They can be used to build a 2 pass factorization algorithm which is guaranteed to produce a small nth pivot for nearly singular matrices. As an example, we exhibit an ¿¿/factorization of the n by n upper triangular matrix 7 = that has an nth pivot equal to 2 ' 2.
Original language | English (US) |
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Pages (from-to) | 535-547 |
Number of pages | 13 |
Journal | MATHEMATICS OF COMPUTATION |
Volume | 42 |
Issue number | 166 |
DOIs | |
State | Published - Apr 1984 |
Externally published | Yes |
Keywords
- LU-factorizations
- Singular systems
ASJC Scopus subject areas
- Algebra and Number Theory
- Computational Mathematics
- Applied Mathematics