On the stability of the incomplete LU-factorizations and characterizations of H-matrices
Tóm tắt
Meijerink and van der Vorst [8] have
shown that the incomplete LU-factorizations are numerically stable for M-matrices. Varga, Saff and
Mehrmann [16] gave some characterizations of the H-matrices by using the
incomplete LU-factorizations of them. The purpose of this paper is to show that
the incomplete LU-factorizations of an H-matrix are at least as stable as the
complete LU-factorizations of its comparison matrix. We give also some new
characterizations of the H-matrices in connection with their incomplete
LU-factorizations.