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Title: Unsymmetric Positive Definite Linear Systems
Authors: Golub, Gene H.
Van Loan, Charles
Keywords: computer science
technical report
Issue Date: Sep-1978
Publisher: Cornell University
Abstract: Is it necessary to pivot when solving an unsymmetric positive definite linear system $Ax = b?$ Define $T = (A + A^{T})/2$ and $S=(A+AA^{T})/2$. It is shown that pivoting is unnecessary if the quantitity is $\Vert S T^{-1} S \Vert_{2}/ \Vert A \Vert_{2}$ is suitably small with respect to the working machine precision.
Appears in Collections:Computer Science Technical Reports

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