Programming a generalized cholesky algorithm for mixed discrete analogues of elliptic boundary-value problems

Abstract

An approach to the programming of a new algorithm involving a certain numbering of the unknowns is proposed, the use of which does not require permutation of rows and columns of the system to ensure stability of the solution algorithm. A method is proposed for solving the corresponding system of linear algebraic equations, whose matrix is not positive-definite but is of a special form.