Naslov
Symmetric indefinite factorization of quasidefinite matrices

Autori
Singer, Sanja ; Singer, Saša

Izvornik
Mathematical communications (1331-0623) 4 (1999), 1; 19-25

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
quasidefinite matrices; inertia; special linear systems; accurate solution

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 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 generalized quasidefinite matrix, we derive bounds on number of its positive and negative eigenvalues.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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