Stable Algorithm for Updating Dense LU Factorization after Row or Column Exchange and Row and Column Addition or Deletion

J. Gondzio

doi:10.1080/02331939208843741

Stable Algorithm for Updating Dense LU Factorization after Row or Column Exchange and Row and Column Addition or Deletion

J. Gondzio^*

^*Corresponding author for this work

School of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract / Description of output

An algorithm for updating the LU factors of a dense square matrix is presented. The method allows a fast and stable maintaining triangular factors L and U for any of the following matrix modifications: row and column addition, column exchange, row exchange and row and column deletion. The method is particularly suitable for updating Schur complements of LP bases Numerical results confirmed its accuracy. AMS 1980 Subject Classification: Primary: 65 K 05, 65 F 05; Secondary: 90 C 05.

Original language	English
Pages (from-to)	7-26
Number of pages	20
Journal	Optimization
Volume	23
Issue number	1
DOIs	https://doi.org/10.1080/02331939208843741
Publication status	Published - 1 Jan 1992

Keywords / Materials (for Non-textual outputs)

Dense LU Factorization
Updating Schur Complements

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10.1080/02331939208843741

Cite this

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abstract = "An algorithm for updating the LU factors of a dense square matrix is presented. The method allows a fast and stable maintaining triangular factors L and U for any of the following matrix modifications: row and column addition, column exchange, row exchange and row and column deletion. The method is particularly suitable for updating Schur complements of LP bases Numerical results confirmed its accuracy. AMS 1980 Subject Classification: Primary: 65 K 05, 65 F 05; Secondary: 90 C 05.",

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N2 - An algorithm for updating the LU factors of a dense square matrix is presented. The method allows a fast and stable maintaining triangular factors L and U for any of the following matrix modifications: row and column addition, column exchange, row exchange and row and column deletion. The method is particularly suitable for updating Schur complements of LP bases Numerical results confirmed its accuracy. AMS 1980 Subject Classification: Primary: 65 K 05, 65 F 05; Secondary: 90 C 05.

AB - An algorithm for updating the LU factors of a dense square matrix is presented. The method allows a fast and stable maintaining triangular factors L and U for any of the following matrix modifications: row and column addition, column exchange, row exchange and row and column deletion. The method is particularly suitable for updating Schur complements of LP bases Numerical results confirmed its accuracy. AMS 1980 Subject Classification: Primary: 65 K 05, 65 F 05; Secondary: 90 C 05.

KW - Dense LU Factorization

KW - Updating Schur Complements

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JF - Optimization

IS - 1

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Stable Algorithm for Updating Dense LU Factorization after Row or Column Exchange and Row and Column Addition or Deletion

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Keywords / Materials (for Non-textual outputs)

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