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.
- Dense LU Factorization
- Updating Schur Complements