Unsymmetric Positive Definite Linear Systems

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Abstract

Is it necessary to pivot when solving an unsymmetric positive definite linear system Ax=b? Define T=(A+AT)/2 and S=(A+AAT)/2. It is shown that pivoting is unnecessary if the quantitity is ‖ST−1S‖2/‖A‖2 is suitably small with respect to the working machine precision.

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1978-09
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Cornell University
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computer science; technical report
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http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR78-352
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technical report
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