Numerically stable LDLT-factorization of F-type saddle point matrices
نویسندگان
چکیده
منابع مشابه
Numerically stable LDL T - factorization of F - type saddle point matrices
We present a new algorithm that constructs a fill-reducing ordering for a special class of saddle point matrices: the F -matrices. This class contains the matrix occurring after discretization of the Stokes equation on a C-grid. The commonly used approach is to construct a fill-reducing ordering for the whole matrix and then change the ordering such that it becomes feasible. We propose to compu...
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Mastronardi and Van Dooren [this journal, 34 (2013) pp. 173–196] recently introduced the block antitriangular (“Batman”) decomposition for symmetric indefinite matrices. Here we show the simplification of this factorisation for saddle point matrices and demonstrate how it represents the common nullspace method. We show that rank-1 updates to the saddle point matrix can be easily incorporated in...
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ژورنال
عنوان ژورنال: IMA Journal of Numerical Analysis
سال: 2008
ISSN: 0272-4979,1464-3642
DOI: 10.1093/imanum/drn005