Bounding the growth factor in Gaussian elimination for Buckley's class of complex symmetric matrices
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Let Mn(C) be the set of n × n complex matrices and A be a non-singular matrix in Mn(C). Consider the linear system Ax = b (1) and letA = ( a (k) ij ) be the matrix obtained fromA through thek steps of Gaussian elimination applied to A; in particular,A(n−1) is the upper triangular matrix resulting from the LU factorization ofA. The quantityρn(A) defined by ρn(A) = max i,j,k |a ij | max i,j |aij | (2)
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