matrix structure and algorithm complexity solving linear ...
every nonsingular symmetric matrix A can be factored as A =PLDLTPT with P a permutation matrix, L lower triangular, D block diagonal with 1×1or 2×2diagonal blocks cost: (1/3)n3 • cost of solving symmetric sets of linear equations by LDLT factorization: (1/3)n3+2n2 ≈ (1/3)n3 for large n • for sparse A, can choose P to yield sparse L ...
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