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math.NA2016
A New Pivot Selection Algorithm for Symmetric Indefinite Factorization Arising in Quadratic Programming with Block Constraint Matrices
Duangpen Jetpipattanapong, Gun Srijuntongsiri
Quadratic programmingis a class of constrained optimization problem with quadratic objective functions and linear constraints. It has applications in many areas and is also used to…
math.NA2016
New Pivot Selection for Sparse Symmetric Indefinite Factorization
Duangpen Jetpipattanapong, Gun Srijuntongsiri
We propose a new pivot selection technique for symmetric indefinite factorization of sparse matrices. Such factorization should maintain both sparsity and numerical stability of th…