Maintaining Lu Factors of a General Sparse Matrix.

Abstract

A set of procedures is described 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).

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1986
Accession Number
ADA170396

Entities

People

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

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

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

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