A Backward Error Analysis of a Null Space Algorithm in Sparse Quadratic Programming

DOI10.1137/S0895479800375977zbMath1002.65068MaRDI QIDQ2784355

Lucia Baldini, Mario Arioli

Publication date: 23 April 2002

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmquadratic programmingnumerical examplessparse matricesroundoff error analysisaugmented systemselectrical networksbackward stabilitynull space methodGaussian factorizationpivoting LU factorization

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

A null space algorithm for mixed finite-element approximations of Darcy's equation ⋮ SPMR: A Family of Saddle-Point Minimum Residual Solvers ⋮ Construction of a discrete divergence-free basis through orthogonal factorization in \({\mathcal{H}}\)-arithmetic ⋮ On HSS-based constraint preconditioners for generalized saddle-point problems ⋮ Perturbation analysis of saddle-point problems

Uses Software

• LAPACK
• mctoolbox

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