A Comparison of Algorithms for Solving Symmetric Indefinite Systems of Linear Equations
- 1 September 1976
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 2 (3) , 242-251
- https://doi.org/10.1145/355694.355697
Abstract
A brief description of numerically stable methods for solving symmetric indefinite systems of linear equations Ax = b is presented. The computer implementation of the methods is described and some numerical experiments are reported, comparing program performance on two different computers. The comparison leads to the conclusion that the algorithms proposed by Aasen and Bunch-Kaufman appear to be substantially superior to alternate methods.Keywords
This publication has 4 references indexed in Scilit:
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- Matrix Eigensystem Routines — EISPACK GuidePublished by Springer Nature ,1974
- Analysis of the Diagonal Pivoting MethodSIAM Journal on Numerical Analysis, 1971
- Direct Methods for Solving Symmetric Indefinite Systems of Linear EquationsSIAM Journal on Numerical Analysis, 1971