RELATIVE-ERROR BOUNDS FOR THE LU DECOMPOSITION VIA THE GTH ALGORITHM

Authors
OCINNEIDE CA
Citation
Ca. Ocinneide, RELATIVE-ERROR BOUNDS FOR THE LU DECOMPOSITION VIA THE GTH ALGORITHM, Numerische Mathematik, 73(4), 1996, pp. 507-519
Citations number
20
Categorie Soggetti
Mathematics,Mathematics
Journal title
Numerische Mathematik → ACNP
ISSN journal
0029599X
Volume
73
Issue
4
Year of publication
1996
Pages
507 - 519
Database
ISI
SICI code
0029-599X(1996)73:4<507:RBFTLD>2.0.ZU;2-5
Abstract
Rec entry the author showed that the Grassmann-Taksar-Heyman (GTH) alg orithm computes the steady-state distribution of a finite-state Markov chain with low relative error, Here it is shown that the LU decomposi tion computed in the course of the GTH algorithm also has low relative error. The proof requires a refinement of the methods used in the ear lier paper.