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I have to test the performance of the pivoting strategies when the matrix being factorized is banded. Therefore I have to generate a random matrix with band with p and dimension n. How could I explain errors and the growth factors? What can produce using different strategies the amount of fill-in? What will usually happens, what the worst that can happen? Thanks a lot.

What can I notice about the errors and the growth factors of LU factorization? And how are they related? How could I explain these to some one? Thanks
Answer 1:

There is a recent article by Cortes and Pena entitled 'Growth factor and expected growth factor of some pivoting strategies', Journal of Computational and Applied Mathematics, 202, pp. 292-303 (2007), which seems to deal with precisely these questions.


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