Abstract

We show that the growth-factor bound in the Bunch–Kaufman factorization method is essentially tight. The method factors a symmetric matrix into , where is a permutation matrix, is lower triangular, and is block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The method uses one of several partial pivoting rules that ensure bounded in the elements of the reduced matrix and the factor (growth in is not bounded). We show that the exponential bound is essentially tight, thereby solving a question that has been open since 1977.

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