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We discuss the solution of regularized linear programs using a primal-dual barrier method. Our implementation is based on indeˉnite Cholesky-type factorizations of full and reduced KKT systems. Regu...
Cholesky factorizations have reached a high peak of e±ciency for solving sparse symmetric systems, largely because their Analyze and Factor phases do not con°ict. We explore the possibility of using...
Methods are discussed for the solution of sparse linear equations Ky z, where K is symmetric and indefinite. Since exact solutions are not always required, direct and iterative methods are both of i...
Kalman [9] introduced a method for estimating the state of a discrete linear dynamic system subject to noise. His method is fast but has poor numerical properties. Duncan and Horn [3] showed that th...

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