On the growth factor in Gaussian elimination for generalized Higham matrices
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Abstract
Abstract A Higham matrix is a complex symmetric matrix A = B + iC , where both B and C are real, symmetric and positive definite. We prove that, for such A , the growth factor in Gaussian elimination is less than 3. Moreover, a slightly larger bound $${3\sqrt{2}}$$ holds true for a broader class of complex matrices A = B + iC , where B and C are Hermitian and positive definite. Copyright © 2002 John Wiley & Sons, Ltd.
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