In this paper we consider the application of direct methods for solving asequence of saddle-point systems. Our goal is to design a method that reusesinformation from one factorization and applies it to the next one. In moredetail, when we compute the pivoted $LDL^T$ factorization we speed upcomputation by reusing already computed pivots and permutations. We develop ourmethod in the frame of dynamical systems optimization. Experiments show thatthe method improves efficiency over Bunch-Parlett while delivering the sameresults.
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机译:在本文中,我们考虑应用直接方法来解决马鞍点系统的序列。我们的目标是设计一种从一个分组中重新使用的方法,并将其应用于下一个分子。在Moredetail中,当我们计算枢转$ ldl ^ t $分解时,我们通过重用已经计算的枢轴和置换来加速抵消。我们在动态系统优化框架中开发Orimethod。实验表明,在提供素描的同时,该方法提高了束帕利特的效率。
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