26th September 2016
HSL_MA86 uses a direct method to solve large sparse symmetric indeﬁnite linear systems of equations . This package uses OpenMP and is designed for multicore architectures. It computes the sparse factorization
where (real symmetric or complex symmetric) or (complex Hermitian, where denotes the conjugate transpose of ), is a permutation matrix, is unit lower triangular, and is block diagonal with blocks of size and .
The eﬃciency of HSL_MA86 is dependent on the user-supplied elimination order. The HSL package HSL_MC68 may be used to obtain a suitable ordering.
The lower triangular part of must be supplied in compressed sparse column format. The HSL package HSL_MC69 may be used to convert data held in other sparse matrix formats and also to check the user’s matrix data for errors.
If is known to be positive deﬁnite (so that pivoting for numerical stability is not required), we recommend HSL_MA87.