Relaxed forms of BBK algorithm and FBP algorithm for symmetric indefinite linear systems (Q2426900)
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| English | Relaxed forms of BBK algorithm and FBP algorithm for symmetric indefinite linear systems |
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Relaxed forms of BBK algorithm and FBP algorithm for symmetric indefinite linear systems (English)
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14 May 2008
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The authors propose a relaxation of the pivot selection criteria in the Bunch-Kaufman and Bunch-Parlett algorithms of \textit{J. R. Bunch} and \textit{L. Kaufman} [Math. Comput. 31, 163--179 (1977; Zbl 0355.65023)] and \textit{J. R. Bunch} and \textit{B. N. Parlett} [SIAM J. Numer. Anal. 8, No.~3, 639--655 (1970; Zbl 0199.49802)] for solving \(Ax = b\), with \(A\) a symmetric indefinite matrix.
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symmetric indefinite matrices
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symmetric pivoting
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direct solvers
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numerical examples
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fast Bunch-Parlett algorithm (FBP)
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bounded Bunch-Kaufman algorithm (BBK)
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0.8698268
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0.85982573
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0.8488996
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0.8468838
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0.8413389
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