Rounding Errors in Solving Block Hessenberg Systems

TitleRounding Errors in Solving Block Hessenberg Systems
Publication TypeReports
Year of Publication1998
AuthorsVon Matt U, Stewart G.W
Date Published1998/10/15/
InstitutionInstititue for Advanced Computer Studies, Univ of Maryland, College Park
KeywordsTechnical Report

A rounding error analysis is presented for a divide-and-conquer algorithm to solve linear systems with block Hessenberg matrices.
Conditions are derived under which the algorithm computes a
backward stable solution. The algorithm is shown to be stable for
diagonally dominant matrices and for M-matrices.
(Also cross-referenced as UMIACS-TR-94-105)