Version 1.0.2

Code Download

  • Single
  • Double

MA67 Sparse symmetric system, zeros on diagonal: blocked conventional

To solve a sparse symmetric indefinite system of linear equations. Given a sparse symmetric matrix A = {aij}n×n and an n-vector b, this subroutine solves the system Ax = b.

The method used is a direct method using an LDLT factorization, where L is unit lower triangular and D is block diagonal with blocks of order 1 and 2. Advantage is taken of the extra sparsity available with 2 × 2 pivots (blocks of D) with one or both diagonal entries of value zero. The numerical values of the entries are taken in account during the first choice of pivots.