对称不定矩阵的广义Cholesky分解法  

THE GENERALIZED CHOLSKY FACTORIZATION METHOD FOR SOLVING SYMMETRIC INDEFINITE LINEAR SYSTEMS

作　　者：赵金熙[1] 

机构地区：[1]南京大学

出　　处：《计算数学》1996年第4期442-448,共7页Mathematica Numerica Sinica

基　　金：国家863计划;江苏省自然科学基金

摘　　要：对称不定矩阵的广义Ｃｈｏｌｅｓｋｙ分解法赵金熙（南京大学）ＴＨＥＧＥＮＥＲＡＬＩＺＥＤＣＨＯＬＳＫＹＦＡＣＴＯＲＩＺＡＴＩＯＮＭＥＴＨＯＤＦＯＲＳＯＬＶＩＮＧＳＹＭＭＥＴＲＩＣＩＮＤＥＦＩＮＩＴＥＬＩＮＥＡＲＳＹＳＴＥＭＳ￥ＺｈａｏＪｉｎ－ｘｉ（Ｎａ...Abstract We develop and analyze the generalized Cholesky factorisation method for solving symmetric indefinite lineax systems arising from discretization of the Stokes equations and in the context of minimization of quadratic forms subject to linear constraints. The new method presented here has the advantages of being both the.computational cost and storage space. Operation counts of this method are same as the Cholesky factorization method for solving symmetric positive definite systems.The numerical example shows the effectiveness fo the generalized Cholesky factorization method.

关 键 词：对称不定矩阵 CHOLESKY分解 广义 对称矩阵 矩阵 

分 类 号：O241.6[理学—计算数学]