README.md

A Collection of Symmetric and Quasi-Definite Systems

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This is a collection of symmetric and quasi-definite linear systems in MatrixMarket format.

The systems arise from some of the CUTE quadratic optimization problems, and are output during the iterations of an interior-point method. As the iteration number grows, the system becomes more ill conditioned.

The 2x2 and 3x3 formulations of each system are given with accompanying right-hand side.

Reference

D. Orban. Limited-Memory LDL^T Factorization of Symmetric Quasi-Definite Matrices with Application to Constrained Optimization. Cahier du GERAD G-2013-87. GERAD, Montreal, Canada.
Technical Report.
Published version, Numerical Algorithms, November 2014.