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On the stability of the incomplete LU-factorizations and characterizations of H-matrices

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Summary.

Meijerink and van der Vorst [8] have shown that the incomplete LU-factorizations are numerically stable for M-matrices. Varga, Saff and Mehrmann [16] gave some characterizations of the H-matrices by using the incomplete LU-factorizations of them. The purpose of this paper is to show that the incomplete LU-factorizations of an H-matrix are at least as stable as the complete LU-factorizations of its comparison matrix. We give also some new characterizations of the H-matrices in connection with their incomplete LU-factorizations.

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  1. Laboratoire d'Analyse Num\'erique et d'Optimisation, UFR IEEA -- M3, Universit\'e des Sciences et Technologies de Lille, F-59655 Villeneuve d'Ascq Cedex, France , , , , , , FR

    A. Messaoudi

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  1. A. Messaoudi
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Received November 12, 1993 / Revised version received May 27, 1994

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Messaoudi, A. On the stability of the incomplete LU-factorizations and characterizations of H-matrices . Numer. Math. 69, 321–331 (1995). https://doi.org/10.1007/s002110050095

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  • DOI: https://doi.org/10.1007/s002110050095

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