Concept

Symmetric permutation — where it appears

Reordering the rows and the columns of a square matrix by one permutation, PAPᵀ, which relabels the unknowns without changing eigenvalues or symmetry. It is how an elimination order is applied to a sparse symmetric matrix before it is factorised.

Named by 2 essays across one field — each of them below, with the objects they name alongside it.

-18-15-12-9-6-300log₁₀ ‖PKPᵀ − LDLᵀ‖ / ‖K‖share of orderingsbestworstexistence and stabilityfactorise1unregularised0.69worst growth6.4·10⁵growth × γ0.64the ordering is free to chooseand not free of consequence

The regularisation that legalises every order

Perturb a saddle-point matrix's two blocks in opposite directions and it acquires a factorisation with a diagonal D under every symmetric permutation — not under a good one, under all of them. Five hundred random orderings, five hundred successes, and a growth factor that spans six orders across them.

constraint · Quasi-definite
-18-15-12-9-6-300log₁₀ ‖PKPᵀ − LDLᵀ‖ / ‖K‖share of orderingsbestworstexistence and stabilityfactorise1unregularised0.67worst growth5·10⁷growth × γ0.5the ordering is free to chooseand not free of consequence

The perturbation that does the work

A saddle-point matrix made quasi-definite is perturbed in both blocks, and the laws measured for it moved both together. Moved apart, the laws all belong to one block. The zero block's perturbation γ decides whether every ordering factorises, sets the worst ordering's growth at 0.51/γ, and costs the answer 1,451 per unit — the reciprocal of the smallest eigenvalue of AH⁻¹Aᵀ to three figures. The perturbation of H moves none of the first two and costs 19 per unit. Refinement removes each block's perturbation at the rate its own Schur complement sets, so γ's limit sits fifty times nearer than δ's.

constraint · Quasi-definite

Named alongside it

The objects these essays reach for when they reach for this one.

Growth factorIterative refinementLDLᵀ factorisationQuasi-definite matrixRegularisationSaddle-point systemsBunch–KaufmanInertiaReduced hessianSchur complementSymbolic factorisation

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