Numerical Solution of Symmetric Saddle Point Problems by Updating Procedure using QR Householder Factorization

S. ZEB, M. YOUSAF

Abstract


In this article, we proposed an updating 􀜳􀜴 Householder factorization procedure for the numerical solution of symmetric saddle point problems. We reduce the large structure of the problem into the small subproblem by removing block of rows and columns and calculating its 􀜳􀜴 factorization. The updating procedure is performed in the 􀜴 factor of the 􀜳􀜴 factorization. We illustrate several numerical experiments and showed that the proposed procedure is applicable and forward stable for large scale and ill-conditioned type of saddle point problems.

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