Randomized Complete Pivoting for Solving Symmetric Indefinite Linear Systems

DOI10.1137/17M1150013zbMath1404.65013arXiv1710.00125MaRDI QIDQ4556022

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Publication date: 23 November 2018

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.00125

zbMATH Keywords

symmetric indefinite matrixrandomized matrix algorithmsdiagonal pivotingblock \(LDL^T\) factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05) Linear equations (linear algebraic aspects) (15A06)

Uses Software

• LAPACK
• LINPACK
• SparseMatrix
• mctoolbox

Cites Work

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