Reliable solution of tridiagonal systems of linear equations

Authors
Bar-On, I Leoncini, M
Citation
I. Bar-on et M. Leoncini, Reliable solution of tridiagonal systems of linear equations, SIAM J NUM, 38(4), 2000, pp. 1134-1153
Citations number
23
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN journal
00361429 → ACNP
Volume
38
Issue
4
Year of publication
2000
Pages
1134 - 1153
Database
ISI
SICI code
0036-1429(20001110)38:4<1134:RSOTSO>2.0.ZU;2-M
Abstract
In this paper we present new formulas for characterizing the sensitivity of tridiagonal systems that are independent of the condition umber of the und erlying matrix. We also introduce efficient algorithms for solving tridiago nal systems of linear equations which are stable and reliable (namely, stab le in the backward sense and little sensitive to perturbations in the coeff icients).