Factorization of saddle-point matrices in dynamical systems optimization—reusing pivots
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DOI: 10.1016/j.laa.2018.12.026
Abstract: Abstract In this paper we consider the application of direct methods for solving a sequence of saddle-point systems. Our goal is to design a method that reuses information from one factorization and applies it to… read more here.
Keywords: saddle point; factorization; systems optimization; dynamical systems ... See more keywords