Stability and Performance Analysis of a Block Elimination Solver for Bordered Linear Systems
A new block elimination method for bordered systems is proposed and its numerical properties are analysed. In the case where the leading principal block is ill-conditioned or singular and the method becomes unstable a perturbation approach is used to enhance the stability. Results of experiments performed on the SGI Power Challenge 8000 and on the Gray J-9x illustrate the performance of the new algorithm and compare it with the current best approach. It is shown that the new method works faster while preserving stability.
IMA Journal of Numerical Analysis
Yalamov, P. Y.,
(1999). Stability and Performance Analysis of a Block Elimination Solver for Bordered Linear Systems. IMA Journal of Numerical Analysis, 19(3), 335-348.
Available at: http://aquila.usm.edu/fac_pubs/4678