Izvorni znanstveni članak
Symmetric indefinite factorization of quasidefinite matrices
Sanja Singer
Singer Saša
Sažetak
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
Hrčak ID:
1733
URI
Datum izdavanja:
20.6.1999.
Posjeta: 1.682 *