On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations

DOI10.1016/0024-3795(87)90127-3zbMath0633.65052OpenAlexW2075398299WikidataQ114215327 ScholiaQ114215327MaRDI QIDQ1096336

M. J. D. Powell

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90127-3

zbMATH Keywords

stabilitynumerical examplesLU-factorizationactive-set strategyexponential error growthBartels-Golub methodFletcher-Matthews methodsmatrix updaterank-1 change

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Linear programming (90C05) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cites Work

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• A stabilization of the simplex method
• Stable modification of explicitLU factors for simplex updates