Abstract
We consider recursive algorithms for symmetric indefinite linear systems. First, the difficulties with the recursive formulation of the LAPACK SYSV algorithm (which implements the Bunch-Kaufman pivoting strategy) are discussed. Next a recursive perturbation based algorithm is proposed and tested. Our experiments show that the new algorithm can be about two times faster although performing about the same number of flops as the LAPACK algorithm.
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Gupta, A., Gustavson, F., Karaivanov, A., Wasniewski, J., Yalamov, P. (1999). Experience with a Recursive Perturbation Based Algorithm for Symmetric Indefinite Linear Systems⋆. In: Amestoy, P., et al. Euro-Par’99 Parallel Processing. Euro-Par 1999. Lecture Notes in Computer Science, vol 1685. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-48311-X_153
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DOI: https://doi.org/10.1007/3-540-48311-X_153
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