Numerical Algorithms for Linear and Nonlinear AlgebraExperience with a Recursive Perturbation
نویسندگان
چکیده
Recursive algorithms for symmetric indeenite linear systems are considered in the present paper. First, the diiculties with the recur-sive formulation of the LAPACK SYSV algorithm (which implements the Bunch-Kaufman pivoting strategy) are discussed. Then a recursive perturbation based algorithm is proposed and tested. The experiments show that the new algorithm can be about two times faster although performing almost the same number of ops as the LAPACK algorithm.
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تاریخ انتشار 2009