Matrix computations (3rd ed.)
A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
SIAM Journal on Matrix Analysis and Applications
Accurate Symmetric Indefinite Linear Equation Solvers
SIAM Journal on Matrix Analysis and Applications
Hi-index | 0.09 |
In this paper, we study the direct solvers for the linear system Ax=b, where A is symmetric and indefinite. We discuss the so-called BBK algorithm and FBP algorithm and propose relaxed forms of them which provide options for fast pivot selection. We also present some numerical tests to show the efficiency of our algorithms.