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Solution of Sparse Indefinite Systems of Linear Equations

, and . SIAM Journal on Numerical Analysis, 12 (4): 617--629 (September 1975)
DOI: 10.1137/0712047

Abstract

The method of conjugate gradients for solving systems of linear equations with a symmetric positive definite matrix A is given as a logical development of the Lanczos algorithm for tridiagonalizing A. This approach suggests numerical algorithms for solving such systems when A is symmetric but indefinite. These methods have advantages when A is large and sparse.

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