[PDF][PDF] Symmetric indefinite factorization of quasidefinite matrices

S Singer, S Saša - Mathematical communications, 1999 - hrcak.srce.hr
Mathematical communications, 1999hrcak.srce.hr
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 a 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 a generalized …
Abstract
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 a 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 a generalized quasidefinite matrix, we derive bounds on number of its positive and negative eigenvalues.
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