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.
出处
《计算数学》
CSCD
北大核心
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
