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The general procedure learned to solve a system of linear equations is Gaussian elimination. The goal is to apply row operations to "eliminate" all the variables except for one in each equation (if ...
James R. Bunch, Linda Kaufman, Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems, Mathematics of Computation, Vol. 31, No. 137 (Jan ...
Methods for solving symmetric indefinite systems are surveyed including a new one which is stable and almost as fast as the Cholesky method.