Block LU factorization of M-matrices

It is well known that any nonsingular M-matrix admits an LU factorization into M-matrices (with L and U lower and upper triangular respectively) and any singular M-matrix is permutation similar to an M-matrix which admits an LU factorization into M-matrices. Varga and Cai establish necessary and suf...

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Bibliographic Details
Published in:arXiv.org 1998-03
Main Authors: McDonald, Judith J, Schneider, Hans
Format: Article
Language:English
Subjects:
Economic models
Factorization
Permutations
Online Access:Get full text
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Summary:It is well known that any nonsingular M-matrix admits an LU factorization into M-matrices (with L and U lower and upper triangular respectively) and any singular M-matrix is permutation similar to an M-matrix which admits an LU factorization into M-matrices. Varga and Cai establish necessary and sufficient conditions for a singular M-matrix (without permutation) to allow an LU factorization with L nonsingular. We generalize these results in two directions. First, we find necessary and sufficient conditions for the existence of an LU factorization of a singular M-matrix where L and U are both permitted to be singular. Second, we establish the minimal block structure that a block LU factorization of a singular M-matrix can have when L and U are M-matrices.
ISSN:2331-8422