Abstract

A new block elimination method for bordered systems is proposed and its numerical properties are analysed. In the case where the leading principal block is ill-conditioned or singular and the method becomes unstable a perturbation approach is used to enhance the stability. Results of experiments performed on the SGI Power Challenge 8000 and on the Cray J-9x illustrate the performance of the new algorithm and compare it with the current best approach. It is shown that the new method works faster while preserving stability.

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