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Factorization of Saddle-point Matrices in Dynamical Systems Optimization - Reusing Pivots
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SYSNO ASEP 0498994 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Factorization of Saddle-point Matrices in Dynamical Systems Optimization - Reusing Pivots Author(s) Kuřátko, Jan (UIVT-O) RID, SAI, ORCID Source Title Linear Algebra and Its Applications. - : Elsevier - ISSN 0024-3795
Roč. 566, 1 April (2019), s. 61-85Number of pages 25 s. Language eng - English Country US - United States Keywords Saddle-point matrix ; Symmetric indefinite factorization ; Dynamical systems ; Sequential quadratic programming Subject RIV BA - General Mathematics OECD category Applied mathematics R&D Projects GA15-14484S GA ČR - Czech Science Foundation (CSF) Method of publishing Limited access Institutional support UIVT-O - RVO:67985807 UT WOS 000459232200004 EID SCOPUS 85059443636 DOI 10.1016/j.laa.2018.12.026 Annotation 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 the next one. In more detail, when we compute the pivoted factorization we speed up computation by reusing already computed pivots and permutations. We develop our method in the frame of dynamical systems optimization. Experiments show that the method improves efficiency over Bunch-Parlett and Bunch-Kaufman while delivering the same results. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2020 Electronic address http://dx.doi.org/10.1016/j.laa.2018.12.026
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