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Partial pivoting strategies for symmetric gaussian elimination

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Abstract

In an earlier paper [6] it is shown how the use of symmetric additions of rows and columns enables a stableLDL T factorization of symmetric indefinite matrices. In this paper we describe partial pivoting strategies. These strategies are faster than the complete pivoting strategies that were introduced in the first paper. Numerical experiments are included. The results show that some of the new strategies share the stable behaviour of complete pivoting while running almost as fast as the well-known Cholesky decomposition.

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Authors and Affiliations

  1. D.A.M.T.P., University of Cambridge, Cambridge, England

    Achiya Dax

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  1. Achiya Dax
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Dax, A. Partial pivoting strategies for symmetric gaussian elimination. Mathematical Programming 22, 288–303 (1982). https://doi.org/10.1007/BF01581044

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  • DOI: https://doi.org/10.1007/BF01581044

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