Modified ST algorithms and numerical experiments

摘要: Recently Golub and Yuan [BIT 42 (2002) 814] proposed the ST decomposition for matrices. However, its numerical stability has not been discussed so far. Here we present preliminary investigations on behavior of decomposition. We also propose modifications (modified algorithm) to improve algorithm's stability. Numerical tests Golub-Yuan algorithm our modified are given some famous test All include comparisons with LU (or Cholesky) without pivoting. These indicate that version possess reasonable In particular, is stable sparse Moreover, it more than in case dense