Maintaining LU Factors of a General Sparse Matrix.

Abstract

The authors describe a set of procedures for computing and updating an LU factorization of a sparse matrix A, where A may be square (possibly singular) or rectangular. The procedures include a Markowitz factorization and a Bartels-Golub update, similar to those of Reid (1976, 1982). The updates provided are addition, deletion or replacement of a row or column of A, and rank-one modification. (Previously, column replacement has been the only update available). Various design features of the implementation (LUSOL) are described, and computational comparisons are made with the LA05 and MA28 packages of Reid (1976) and Duff (1977). Keywords: Sparse matrix; LU factors, matrix factorization, matrix updates, rank-one modification, Fortran software, lower and upper triangular.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1986
Accession Number
ADA169255

Entities

People

  • Margaret H. Wright
  • Michael Saunders
  • Philip Edward Gill
  • Walter Murray

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algebra
  • Algorithms
  • Computer Programming
  • Computer Programs
  • Computer Science
  • Computers
  • Contracts
  • Linear Algebra
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • New York
  • Numerical Analysis
  • Operations Research
  • Optimization
  • Simplex Method
  • Systems Engineering

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