The previous seven chapters present algorithms based on LU factorization. This chapter derives the face method based on Cholesky factorization, which is remarkable for good stability. We address the steepest descent direction, solution update, face contraction, optimality test, face expansion, face algorithm supported by a phase I procedure, and related computational results. We also present two variants of the algorithm.

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Face Method with Cholesky Factorization

  • Ping-Qi Pan

摘要

The previous seven chapters present algorithms based on LU factorization. This chapter derives the face method based on Cholesky factorization, which is remarkable for good stability. We address the steepest descent direction, solution update, face contraction, optimality test, face expansion, face algorithm supported by a phase I procedure, and related computational results. We also present two variants of the algorithm.