4.3 Article

Accurate solutions of diagonally dominant tridiagonal linear systems

Journal

BIT NUMERICAL MATHEMATICS
Volume 54, Issue 3, Pages 711-727

Publisher

SPRINGER
DOI: 10.1007/s10543-014-0481-5

Keywords

Tridiagonal linear systems; Diagonally dominant; Accuracy; Componentwise errors

Funding

  1. National Natural Science Foundation for Youths of China [11001233]

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In this paper, we settle Higham's conjecture for the LU factorization of diagonally dominant tridiagonal matrices. We establish a strong componentwise perturbation bound for the solution of a diagonally dominant tridiagonal linear system, independent of the traditional condition number of the coefficient matrix. We then accurately and efficiently solve the linear system by the GTH-like algorithm without pivoting, as suggested by the perturbation result.

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