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

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)7-26
Number of pages20
JournalOptimization
Volume23
Issue number1
DOIs
Publication statusPublished - 1 Jan 1992

Keywords

  • Dense LU Factorization
  • Updating Schur Complements

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