An algorithm for symmetric indefinite linear systems

MaRDI QIDQ2917719zbMATH OpenFDO

Authors Dandan Chen, Liang Li, Ting-Zhu Huang

Publication date 1 October 2012

Published in Journal of Computational Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmbackward stabilityboundedly partial pivotingincomplete \({LDL}^{\mathrm T}\) factorizationpivotingpreconditioningSQMR iterative methodsymmetric indefinite linear systemweighted matching

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

Review text

The authors consider an algorithm for solving a symmetric indefinite system \(Ax=b\). The preprocessing, based on the weighted matchings, is proposed to the original system to gain a new (symmetric indefinite) linear system \(\hat A \hat x= \hat b\). The main goal of this paper is to present the so-called boundedly partial pivoting in the incomplete \(LDL^{\text{T}}\) factorization of \(\hat A\) with an error \(E\): \(M:=LDL^{\text{T}}=\hat A-E\). It is backward stable due to boundedness of the lower triangular factor \(L\). Moreover, in this pivoting besides concerning the tridiagonal pivoting algorithm there exist no permutations of rows and columns. Lastly, the solution of \(M^{-1}\hat A \hat x=M^{-1} \hat b\) is obtained in terms of the SQMR iterative method.

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