A note on the growth factor in Gaussian elimination for Higham matrices

Qian-Ping Guo, Xian-Ming Gu, Hou-biao Li

The Higham matrix is a complex symmetric matrix A=B+iC, where both B and C are real, symmetric and positive definite and $\mathrm{i}=\sqrt{-1}$ is the imaginary unit. For any Higha…