Solution of indefinite linear systems using an LQ decomposition for the linear constraints (Q1025858): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:57, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solution of indefinite linear systems using an LQ decomposition for the linear constraints |
scientific article |
Statements
Solution of indefinite linear systems using an LQ decomposition for the linear constraints (English)
0 references
23 June 2009
0 references
Indefinite linear systems with linear constraints are considered. A special decomposition that makes use of the LQ decomposition, and retains the constraints in the factors is presented. The resulting decomposition is of a structure similar to that obtained using the Bunch-Kaufman-Parlett algorithm. The decomposition can be used in a direct solution algorithm for indefinite systems, but it can also be used to construct effective preconditioners. Combinations of the latter with conjugate gradient type methods are demonstrated to be very useful.
0 references
indefinite system
0 references
linear constraint
0 references
LQ decomposition
0 references
conjugate gradients
0 references
Bunch-Kaufman-Parlett algorithm
0 references
direct solution algorithm
0 references
preconditioners
0 references