Numerical properties of block Cholesky-like methods for solving symmetric quasi-definite linear systems

Felicja Okulicka-Dłuzewska; Ryszard Kozera; Alicja Smoktunowicz

doi:10.1063/1.5043763

Numerical properties of block Cholesky-like methods for solving symmetric quasi-definite linear systems

Felicja Okulicka-Dłuzewska, Ryszard Kozera, Alicja Smoktunowicz

School of Physics, Mathematics and Computing

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Abstract

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.

Original language	English
Title of host publication	International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2017
Editors	Charalambos Tsitouras, Theodore Simos
Publisher	American Institute of Physics
Volume	1978
ISBN (Electronic)	9780735416901
DOIs	https://doi.org/10.1063/1.5043763
Publication status	Published - 10 Jul 2018
Event	International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2017 - Thessaloniki, Greece Duration: 25 Sept 2017 → 30 Sept 2017

Conference

Conference	International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2017
Country/Territory	Greece
City	Thessaloniki
Period	25/09/17 → 30/09/17

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10.1063/1.5043763

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Okulicka-Dłuzewska, F., Kozera, R., & Smoktunowicz, A. (2018). Numerical properties of block Cholesky-like methods for solving symmetric quasi-definite linear systems. In C. Tsitouras, & T. Simos (Eds.), International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2017 (Vol. 1978). Article 110005 American Institute of Physics. https://doi.org/10.1063/1.5043763

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Okulicka-Dłuzewska, F, Kozera, R & Smoktunowicz, A 2018, Numerical properties of block Cholesky-like methods for solving symmetric quasi-definite linear systems. in C Tsitouras & T Simos (eds), International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2017. vol. 1978, 110005, American Institute of Physics, International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2017, Thessaloniki, Greece, 25/09/17. https://doi.org/10.1063/1.5043763

Numerical properties of block Cholesky-like methods for solving symmetric quasi-definite linear systems. / Okulicka-Dłuzewska, Felicja; Kozera, Ryszard; Smoktunowicz, Alicja.
International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2017. ed. / Charalambos Tsitouras; Theodore Simos. Vol. 1978 American Institute of Physics, 2018. 110005.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

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Numerical properties of block Cholesky-like methods for solving symmetric quasi-definite linear systems

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