Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations

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(81)

Solution of indefinite linear systems using an LQ decomposition for the linear constraints
The weak and strong stability of algorithms in numerical linear algebra
Computations of coefficients in the polynomials of Padé approximations by solving systems of linear equations
On the resolution of some unilaterally constrained problems in structural engineering
A computational method for the indefinite quadratic programming problem
On the sensitivity of the coefficients of Padé approximants with respect to their defining power series coefficients
A global Jacobi method for a symmetric indefinite problem Sx=lambdaTx
Factorizing symmetric indefinite matrices
The augmented system variant of IPMs in two-stage stochastic linear programming computation
Floating-point perturbations of Hermitian matrices
Componentwise analysis of direct factorization of real symmetric and Hermitian matrices
Modifications of the Wolfe line search rules to satisfy second-order optimality conditions in unconstrained optimization
EP theorems and linear complementarity problems
Symbiosis between linear algebra and optimization
Improving the preconditioning of linear systems from interior point methods
Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
Using groups in the splitting preconditioner computation for interior point methods
Factorization of saddle-point matrices in dynamical systems optimization -- reusing pivots
Threshold incomplete factorization constraint preconditioners for saddle-point matrices
A primal-dual regularized interior-point method for convex quadratic programs
A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
On roots of functional lambda matrices
Manifestations of the Schur complement
Highly accurate symmetric eigenvalue decomposition and hyperbolic SVD
Inertia-controlling factorizations for optimization algorithms
An iterative working-set method for large-scale nonconvex quadratic programming
On a second order parallel variable transformation approach.
Parallel homotopy algorithm for symmetric large sparse eigenproblems
Software for simplified Lanczos and QMR algorithms
Gaussian quadrature for matrix valued functions on the real line
Perturbation theory for the eigenvalues of factorised symmetric matrices
Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices
New preconditioners for nonsymmetric saddle point systems with singular \((1,1)\) block
Add-sub pivoting triangular factorization for symmetric matrix
Relaxed forms of BBK algorithm and FBP algorithm for symmetric indefinite linear systems
Full block \(J\)-Jacobi method for Hermitian matrices
On solving sparse symmetric linear systems whose definiteness is unknown
Nonconvex optimization using negative curvature within a modified linesearch
An interior algorithm for nonlinear optimization that combines line search and trust region steps
Indefinite QR factorization
Dogleg paths and trust region methods with back tracking technique for unconstrained optimization
Quadratic convergence estimate of scaled iterates by \(J\)-symmetric Jacobi method
Huber approximation for the non-linear \(l_{1}\) problem
Distributed constrained optimal consensus of multi-agent systems
Sparse block factorization of saddle point matrices
A mixed derivative terms removing method in multi-asset option pricing problems
Iterative solvers for 3D linear and nonlinear elasticity problems: displacement and mixed formulations
Primal and dual active-set methods for convex quadratic programming
Primal interior-point method for large sparse minimax optimization
An alternative full-pivoting algorithm for the factorization of indefinite symmetric matrices
On manifestations of the Schur complement
Extension and optimization of the FIND algorithm: Computing Green's and less-than Green's functions
Three-level parallel J-Jacobi algorithms for Hermitian matrices
scientific article; zbMATH DE number 1071788 (Why is no real title available?)
Interior point methods 25 years later
Randomized complete pivoting for solving symmetric indefinite linear systems
Backward error and condition number analysis for the indefinite linear least squares problem
Exactly solving sparse rational linear systems via roundoff-error-free Cholesky factorizations
Stable and efficient computation of generalized polar decompositions
The LAPW method with eigendecomposition based on the Hari-Zimmermann generalized hyperbolic SVD
Preconditioned gradient iterations for the eigenproblem of definite matrix pairs
Cholesky-like factorization of symmetric indefinite matrices and orthogonalization with respect to bilinear forms
Computing with functions in spherical and polar geometries. I. The sphere
The factorability of symmetric matrices and some implications for statistical linear models
A family of improved secant methods via nonmonotone curvilinear paths technique for equality constrained optimization
New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices
Adaptive nonmonotone line search method for unconstrained optimization
The foundations of spectral computations via the solvability complexity index hierarchy
Interior point methods for power flow optimization with security constraints
A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization
Nonmonotone second-order Wolfe's line search method for unconstrained optimization problems
An efficient algorithm for the minimal least squares solution of linear systems with indefinite symmetric matrices
\(\mathcal{N}\)IPM-HLSP: an efficient interior-point method for hierarchical least-squares programs
Spectral transformation for the dense symmetric semidefinite generalized eigenvalue problem
Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems
A preconditioned inexact infeasible quantum interior point method for linear optimization
Interior point methods in the year 2025
Block-oriented J-Jacobi methods for Hermitian matrices
On convergence and accuracy of the J-Jacobi method under the de Rijk pivot strategy
An indefinite LOBPCG type of algorithm for detecting a definite Hermitian matrix pair
Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems

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