Numerically stable LDLT-factorization of F-type saddle point matrices (Q3600863)
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scientific article; zbMATH DE number 5503323
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| English | Numerically stable LDLT-factorization of F-type saddle point matrices |
scientific article; zbMATH DE number 5503323 |
Statements
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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0.8114414215087891
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0.7892173528671265
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0.7702509164810181
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0.7456919550895691
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