Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
From MaRDI portal
Publication:5597932
DOI10.1137/0708060zbMath0199.49802OpenAlexW1995393679MaRDI QIDQ5597932
James R. Bunch, Beresford N. Parlett
Publication date: 1970
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0708060
Related Items
Backward error and condition number analysis for the indefinite linear least squares problem, Distributed constrained optimal consensus of multi-agent systems, Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems, Sparse block factorization of saddle point matrices, A mixed derivative terms removing method in multi-asset option pricing problems, Unnamed Item, Primal and dual active-set methods for convex quadratic programming, Parallel homotopy algorithm for symmetric large sparse eigenproblems, Randomized Complete Pivoting for Solving Symmetric Indefinite Linear Systems, The weak and strong stability of algorithms in numerical linear algebra, Improving the preconditioning of linear systems from interior point methods, Exactly Solving Sparse Rational Linear Systems via Roundoff-Error-Free Cholesky Factorizations, Software for simplified Lanczos and QMR algorithms, New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices, Gaussian quadrature for matrix valued functions on the real line, Componentwise analysis of direct factorization of real symmetric and Hermitian matrices, Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems, Modifications of the Wolfe line search rules to satisfy second-order optimality conditions in unconstrained optimization, Stable and Efficient Computation of Generalized Polar Decompositions, EP theorems and linear complementarity problems, An alternative full-pivoting algorithm for the factorization of indefinite symmetric matrices, A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization, 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, Nonmonotone second-order Wolfe's line search method for unconstrained optimization problems, Add-sub pivoting triangular factorization for symmetric matrix, Computations of coefficients in the polynomials of Padé approximations by solving systems of linear equations, Relaxed forms of BBK algorithm and FBP algorithm for symmetric indefinite linear systems, Extension and optimization of the FIND algorithm: Computing Green's and less-than Green's functions, On the resolution of some unilaterally constrained problems in structural engineering, Three-level parallel J-Jacobi algorithms for Hermitian matrices, Interior point methods 25 years later, A computational method for the indefinite quadratic programming problem, Full block \(J\)-Jacobi method for Hermitian matrices, On the sensitivity of the coefficients of Padé approximants with respect to their defining power series coefficients, The LAPW Method with Eigendecomposition Based on the Hari--Zimmermann Generalized Hyperbolic SVD, A global Jacobi method for a symmetric indefinite problem Sx=lambdaTx, Using groups in the splitting preconditioner computation for interior point methods, Perturbation theory for the eigenvalues of factorised symmetric matrices, Factorization of saddle-point matrices in dynamical systems optimization -- reusing pivots, Threshold incomplete factorization constraint preconditioners for saddle-point matrices, Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems, On solving sparse symmetric linear systems whose definiteness is unknown, Nonconvex optimization using negative curvature within a modified linesearch, New preconditioners for nonsymmetric saddle point systems with singular \((1,1)\) block, A primal-dual regularized interior-point method for convex quadratic programs, Computing with Functions in Spherical and Polar Geometries I. The Sphere, A new class of preconditioners for large-scale linear systems from interior point methods for linear programming, An interior algorithm for nonlinear optimization that combines line search and trust region steps, Indefinite QR factorization, Block-oriented \(J\)-Jacobi methods for Hermitian matrices, Dogleg paths and trust region methods with back tracking technique for unconstrained optimization, 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, Factorizing symmetric indefinite matrices, Quadratic convergence estimate of scaled iterates by \(J\)-symmetric Jacobi method, Iterative solvers for 3D linear and nonlinear elasticity problems: Displacement and mixed formulations, On manifestations of the Schur complement, Preconditioned gradient iterations for the eigenproblem of definite matrix pairs, Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices, Solution of indefinite linear systems using an LQ decomposition for the linear constraints, The augmented system variant of IPMs in two-stage stochastic linear programming computation, On roots of functional lambda matrices, Manifestations of the Schur complement, Huber approximation for the non-linear \(l_{1}\) problem, Symbiosis between linear algebra and optimization, Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms, 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, Floating-point perturbations of Hermitian matrices, On a second order parallel variable transformation approach.