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Article #1045Re: HELP!!(Cholesky Decompsition for negative-definite matrix ???)
From: nagrwb
Date: Fri, 22 Jan 1993 09:07
Date: Fri, 22 Jan 1993 09:07
40 lines
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2476 bytes
In article <20JAN199313260117@envmsa.eas.asu.edu>, sychen@envmsa.eas.asu.edu (Chen, Shen Yeh) writes:
>
> I need to solve a linear system equation. In fact, that's the stiffness
> matrix [K] from finite element method. The system is like :
> [K]*{U}={P}. where [K](nxn)
>
> [K] IS ALWAYS SYMETRIC, but not necessarily positive-definite. If it is
> singular, we think this system to be unstable. Because of the symetry, I
> always use Cholesky Decompsition to reduce the size of [K]. However, now
> I have some situation that [K] is negative-definite but I still have to
> solve the equation. I have not try Gauss method yet, however.
>
You could try the Bunch-Kaufmann method - see Golub + Van Loan, Matrix
Computations Sec 4.4, 2nd edition, 1989 Software is available in LAPACK
on netlib.
> Does anyone kow :
> 1) Is there any method I can use to reduce [K], and still solve the system
> when [K] is negative-definite ? (Note that [K] IS ALWAYS SYMETRIC)
> 2) If such method exists, what's the criteria for positive- or negative-
> definite?
> 3) If no such method exits,( We can not take advantage of symetry to
> reduce the size of [k], I mean.), does Gauss method work? What's
> the criteria for question (2)?
>
> NOTE : (1) In such system, we do not do pivotting among the rows of [K],
> if using Gauss method. If there is a zero on the diagonal,
> we consider it as unstable.
You will have to pivot.
> (2) [ ] ====> matrix { } ====> column vector
>
> It will be greatly appreciated if anyone can give me some idea. If you
> do not want to type all that stuff to me, just tell me the theorem used.
> Of course, it will be better if you can tell me reference books. Any
> assistance will be greatly appreciated.
>
> Thank you very very very much !!!!!!
Richard.
--
** R.W. Brankin -- Numerical Algorithms Group Ltd. -- nagrwb@vax.ox.ac.uk **
** suggestions for sig. welcome -- will need include<std.discl> **
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Path: arc1-ca.pugleaf.net!sparky!uunet!pipex!unipalm!uknet!comlab.ox.ac.uk!oxuniv!nagrwb From: nagrwb@vax.oxford.ac.uk Newsgroups: sci.math.num-analysis Subject: Re: HELP!!(Cholesky Decompsition for negative-definite matrix ???) Message-ID: <1993Jan22.090701.11440@vax.oxford.ac.uk> Date: 22 Jan 93 09:07:01 GMT References: <20JAN199313260117@envmsa.eas.asu.edu> Organization: Oxford University VAX 6620 Lines: 40