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Revision as of 12:17, 16 February 2024
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English | A new class of decomposition for symmetric systems |
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A new class of decomposition for symmetric systems (English)
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16 January 1993
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A direct method is described, not based upon Gauss elimination, for decomposing a symmetric matrix \(A\) into \(L\), \(D\), \(L^ T\) such that the product \(LDL^ T\) is the inverse of \(A\). The solution \(X\) to the system \(AX=B\) is then computed by three matrix-vector multiplications: \(X=LDL^ TB\). This method has two advantages: The decomposed matrices represent the inverse. The decomposition and matrix-vector multiplications can be transferred into a procedure with fewer degree of data dependence which can be used in a parallel environment.
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matrix decomposition
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symmetric matrix
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linear system
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matrix inversion
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parallel computation
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