Abstract
This paper gives sensitivity analyses by two approaches forL andU in the factorizationA=LU for general perturbations inA which are sufficiently small in norm. By the matrix-vector equation approach, we derive the condition numbers for theL andU factors. By the matrix equation approach we derive corresponding condition estimates. We show how partial pivoting and complete pivoting affect the sensitivity of the LU factorization.
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Communicated by Axel Ruhe.
The material presented here is a part of the first author's PhD thesis under the supervision of the second author. This research was supported by NSERC of Canada Grant OGP0009236.
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Chang, XW., Paige, C.C. On the sensitivity of the LU factorization. Bit Numer Math 38, 486–501 (1998). https://doi.org/10.1007/BF02510255
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DOI: https://doi.org/10.1007/BF02510255