Factorization of saddle-point matrices in dynamical systems optimization-reusing pivots

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F19%3A10397753" target="_blank" >RIV/00216208:11320/19:10397753 - isvavai.cz</a>
Alternative codes found
RIV/67985807:_____/19:00498994
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=qd6QVwut7G" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=qd6QVwut7G</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.laa.2018.12.026" target="_blank" >10.1016/j.laa.2018.12.026</a>

Result language
angličtina
Original language name
Factorization of saddle-point matrices in dynamical systems optimization-reusing pivots
Original language description
In this paper we consider the application of direct methods for solving a sequence of saddle-point systems. Our goal is to design a method that reuses information from one factorization and applies it to the next one. In more detail, when we compute the pivoted LDLT factorization we speed up computation by reusing already computed pivots and permutations. We develop our method in the frame of dynamical systems optimization. Experiments show that the method improves efficiency over Bunch-Parlett and Bunch-Kaufman while delivering the same results. (C) 2019 Elsevier Inc. All rights reserved.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10102 - Applied mathematics

Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)