Numerically stable LDLT-factorization of F-type saddle point matrices
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Publication:3600863
DOI10.1093/imanum/drn005zbMath1161.65022MaRDI QIDQ3600863
Fred. W. Wubs, Arie C. de Niet
Publication date: 6 February 2009
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drn005
algorithm; numerical experiments; Gaussian elimination; numerical stability; factorization; saddle point problem; growth factor; indefinite matrix; C-grid; \(\mathcal{F}\)-matrix; fill-reduced ordering
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