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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/7470
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
Citation: http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR78-352
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.
URI: http://hdl.handle.net/1813/7470
Appears in Collections:Computer Science Technical Reports

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