Numerical Properties of Block Cholesky-Like Methods for Solving Symmetric Quasi-Definite Linear Systems

Felicja Okulicka-Dluzewska,Ryszard Kozera,Alicja Smoktunowicz

AIP conference proceedings（2018）

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摘要

This paper presents a comparison of two Cholesky-like algorithms for solving symmetric quasi-definite system Mz = f. This pair of methods computes the block factorization M = R-T DR, where R is upper triangular and D is a diagonal matrix.

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