Xhat= CSE/Math 555 Class Notes and Demos

CSE/Math 555 Class Notes and Demos

Class Demo Programs

Rank-one update routine updateR.m and Rank-one downdate routine downdateR.m Trust region step-- trust_step.m You will also need the files trust_solve.m, fernando_vec.m ,and fernando.m
cg.m Basic conjugate gradient method -- unpreconditioned.
Positive Definite Factorization of Indefinite matrix pos_fact.m , will need bunch_parlett.m or bunch_kaufman.m , and find_pivot.m (Bunch-Parlett) or find_pivotbk.m (Bunch-Kaufman) and the script dopert.m
- Orthogonal Null space basis
- Non-orthogonal null basis from QR factorization of A
- A penalty method
- Another non-orthogonal null basis method
- Orthogonal Null space basis method
- A non-orthogonal null basis method
- Direct Factorization of KKT matrix You will need the routines bunch_kaufman.m , and find_pivot.m to use this one.

Return to CSE/Math 555 Home Page

Information about the instructor is available on his home page.

Jesse Barlow, barlow@cse.psu.edu