Stability and performance analysis of a block elimination solver for bordered linear systems

Citation
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
Citations number
19
Categorie Soggetti
Mathematics
Journal title
IMA JOURNAL OF NUMERICAL ANALYSIS
ISSN journal
02724979 → ACNP
Volume
19
Issue
3
Year of publication
1999
Pages
335 - 348
Database
ISI
SICI code
0272-4979(199907)19:3<335:SAPAOA>2.0.ZU;2-7
Abstract
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.