Solution of indefinite linear systems using an LQ decomposition for the linear constraints (Q1025858)

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.