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Inertia-Controlling Factorization

Slava Kungertsev


In optimization, one often has to solve a symmetric indefinite system. Optimality conditions depend on the inertia of this system. This talk covers a modified LBL^T factorization which allows for a transparent revealing of the matrix's inertia and modification thereof.

Tuesday, February 3, 2009
11:00AM AP&M 2402