Variationally derived algorithms in the ABS class for linear systems
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Abstract
Algorithms in the ABS class of direct methods for linear systems are considered where the correction to the projection matrix minimizes a weighted Frobenius norm. These algorithms define implicit factorizations of the coefficient matrix which do not require pivoting. The implicit Gram-Schmidt algorithm is obtained when using the unweighted norm.
AMS Subject Classification
65F05Key words
Linear algebra ABS classPreview
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© Instituto di Elaborazione della Informazione del CNR 1987