Symmetric-triangular decomposition and its applications. I: Theorems and algorithms

DOI10.1023/A:1021904604693zbMath1017.65020MaRDI QIDQ1860950

Gene H. Golub, Jin Yun Yuan

Publication date: 24 March 2003

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmsstabilitymatrix factorizationnon-symmetric matrixsymmetric and triangular decomposition

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

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A symmetric positive definite preconditioner for saddle-point problems ⋮ Row-wise algorithms of ST decomposition ⋮ Partial inversion for linear systems and partial closure of independence graphs ⋮ Block symmetric-triangular preconditioners for generalized saddle point linear systems from piezoelectric equations ⋮ Combination of augmented Lagrangian technique and ST preconditioner for saddle point problems ⋮ Modified ST algorithms and numerical experiments ⋮ New preconditioners based on symmetric-triangular decomposition for saddle point problems ⋮ Conjugate decomposition and its applications ⋮ Evaluation of ST preconditioners for saddle point problems ⋮ Decompositions of strictly sign regular matrices ⋮ Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems ⋮ Characterizations and stable tests for the Routh--Hurwitz conditions and for total positivity ⋮ Block triangular preconditioners based on symmetric-triangular decomposition for generalized saddle point problems ⋮ Spectral analysis of the matrix splitting preconditioner for block two-by-two linear systems

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