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Symmetric indefinite factorization of quasidefinite matrices

Sanja Singer
Singer Saša

Puni tekst: engleski pdf 109 Kb

str. 19-25

preuzimanja: 905



Matrices with special structures arise in numerous applications. In
some cases, such as quasidefinite matrices or their generalizations,
we can exploit this special structure. If the matrix H is quasidefinite,
we propose a new variant of the symmetric indefinite factorization.
We show that linear system Hz = b, H quasidefinite
with a special structure, can be interpreted as an equilibrium system.
So, even if some blocks in H are ill--conditioned, the important part of solution vector z can be accurately computed. In the case of a
generalized quasidefinite matrix, we derive bounds on number of its
positive and negative eigenvalues.

Ključne riječi

quasidefinite matrices, inertia, special linear systems, accurate solution

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