Solution of Sparse Indefinite Systems of Linear Equations
Christopher C. Paige, Michael A. Saunders · SIAM Journal on Numerical Analysis · 1975
The method of conjugate gradients for solving systems of linear equations with a symmetric positive definite matrix A is given as a logical development of the Lanczos algorithm for tridiagonalizing A. This approach suggests numerical algorithms for solving such systems when A is symmetric but indefinite. These methods have advantages when A is large and sparse.