Entrywise relative perturbation theory for nonsingular M-matrices and applications
Received: 15 July 1993 Revised: 15 January 1994 DOI:
Cite this article as: Jungong, X. & Erxiong, J. Bit Numer Math (1995) 35: 417. doi:10.1007/BF01732614 Abstract
This paper establishes a new entrywise relative perturbation result for the inverse of a nonsingular
M-matrix A. It is shown that a version of Gaussian elimination with one step of iterative refinement solves the system Ax = b, where b is nonnegative, with small entrywise relative error. If A is tridiagonal, the Gaussian elimination alone suffices. Key words M-matrix Gaussian elimination regular splitting iterative refinement error analysis References
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