Py. Yalamov et M. Paprzycki, Stability and performance analysis of a block elimination solver for bordered linear systems, IMA J NUM A, 19(3), 1999, pp. 335-348
A new block elimination method for bordered systems is proposed and its num
erical properties are analysed. In the case where the leading principal blo
ck is ill-conditioned or singular and the method becomes unstable a perturb
ation approach is used to enhance the stability. Results of experiments per
formed on the SGI Power Challenge 8000 and on the Gray J-9x illustrate the
performance of the new algorithm and compare it with the current best appro
ach. It is shown that the new method works faster while preserving stabilit
y.