Accurate and efficient LDU decomposition of diagonally dominant M-matrices A

@inproceedings{Pea2012AccurateAE,
  title={Accurate and efficient LDU decomposition of diagonally dominant M-matrices A},
  author={Juan M. Pe{\~n}a},
  year={2012}
}
An efficient method for the computation to high relative accuracy of the LDU decomposition of an n × n row diagonally dominant M–matrix is presented, assuming that the off–diagonal entries and row sums are given. This method costs an additional O(n) elementary operations over the cost of Gaussian elimination, and leads to a lower triangular, column diagonally dominant matrix and an upper triangular, row diagonally dominant matrix. Comparisons with other methods in the literature are commented… CONTINUE READING