Abstract
An investigation is made of the stability of block LU-decomposition of matrices A arising from boundary value problems of differential equations, in particular of ordinary differential equations with separated boundary conditions. It is shown that for such matrices the pivotal growth can be bounded by constants of the order of ‖A‖ and, if solution space is dichotomic, often by constants of order one. Furthermore a method to estimate the growth of the pivotal blocks is given. A number of examples support the analysis.
Publisher
Cambridge University Press (CUP)
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