On the growth factor in Gaussian elimination for generalized Higham matrices
Alan D. George, Khakim Dododzhanovich Ikramov, Andrey B. Kucherov · Numerical Linear Algebra with Applications · 2002
Abstract A Higham matrix is a complex symmetric matrix A=B+iC, where both B and C are real, symmetric and positive definite. We prove that, for such A, the growth factor in Gaussian elimination is less than 3. Moreover, a slightly larger bound $${3\sqrt{2}}$$ holds true for a broader class of complex matrices A=B+iC, where B and C are Hermitian and positive definite. Copyright © 2002 John Wiley & Sons, Ltd.