Accurate and efficient LDU decomposition of diagonally dominant M-matrices
A. Barreras, Juan Manuel Peña · Electronic Journal of Linear Algebra · 2012
An efficient method for the computation to high relative accuracy of the LDU decomposition of an n × n row diagonally dominant M -matrix is presented, assuming that the off-diagonal entries and row sums are given.This method costs an additional O(n 2 ) elementary operations over the cost of Gaussian elimination, and leads to a lower triangular, column diagonally dominant matrix and an upper triangular, row diagonally dominant matrix.Comparisons with other methods in the literature are commented and illustrated.