Numerically stable LDLT-factorization of F-type saddle point matrices (Q3600863)

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Numerically stable LDLT-factorization of F-type saddle point matrices
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    Numerically stable LDLT-factorization of F-type saddle point matrices (English)
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    6 February 2009
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    saddle point problem
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    indefinite matrix
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    \(\mathcal{F}\)-matrix
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    factorization
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    numerical stability
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    growth factor
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    C-grid
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    Gaussian elimination
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    algorithm
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    fill-reduced ordering
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    numerical experiments
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