The aim of this work is to study the solution of symmetric indefinite sparse systems of linear equations. The GMRES, right GMRES and FGMRES algorithms are studied and applied to such systems. Furthermore, the multifrontal method is proposed to compute the LDLT decomposition as preconditioner. Finally, the algorithms are numerically tested and a roundoff error analysis is realized to compare the two algorithms right GMRES and FGMRES.
GMRES préconditionné par une décomposition LDL
T perturbée avec un pivotage statique
Thonon, J. (Author). 2009
Student thesis: Master types › Master in Mathematics