A Note on the LDLT Decomposition of Matrices from Saddle-Point Problems

DOI10.1137/S0895479897321088zbMath1050.65027OpenAlexW1969012295MaRDI QIDQ2784387

Miroslav Tůma

Publication date: 23 April 2002

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

Full work available at URL: https://doi.org/10.1137/s0895479897321088

zbMATH Keywords

Schur complementnumerical experimentsdirect methodssaddle-point problemsLDL\(^T\) decompositionlinear sparse systemsordering of unknowns

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (6)

Sparse block factorization of saddle point matrices ⋮ CVXGEN: a code generator for embedded convex optimization ⋮ An alternative method for SPP with full rank (2,1)-block matrix and nonzero right-hand side vector ⋮ Factorization of saddle-point matrices in dynamical systems optimization -- reusing pivots ⋮ Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization ⋮ Null-Space Preconditioners for Saddle Point Systems

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